Primarily it is from an aesthetic sense that I insist on the capitalization of "yduJ". Capital 'Y' is a blocky sort of letter that isn't very aesthetic when combined with lowercase letters. Lowercase 'j' would just continue that blocky look. Lowercase 'y' is sort of boring as letters go, but uppercase 'J' flows neatly out of the preceding lowercase 'u' and looks kind of attractive. (IMHO of course!)
If, like some, you believe that sentences must start with a capital letter no matter what, please avoid beginning a sentence with "yduJ." Think of it as a name like "e. e. cummings."
Note that "yduJ" is pronounced ee-dudge. Accent on the first syllable. yduJ rhymes with fudge (in the same way that camel rhymes with sell.)
So why "yduJ?" Why not? It was nearly random chance that I chose this ananym in 1979. But I'm glad I did: it has become my idiosyncratic attempt at retaining my uniqueness in the growing sea that is the Internet. It worked until late in 1997, when another yduj showed up on the net (but she capitalized it wrong :-). They've been arriving and disappearing with great abandon, on all these free email sites, ever since.