No, just capitalize names, cityscities, or places, and words after a dot,.
For example:
Hola, mi nombre es David. Nací en la ciudad de Bogotá.
Hola, mi nombre es David. Nací en la ciudad de Bogotá.
translated to englishEnglish:
Hi, my name is David. I was born in Bogotá city.
Hi, my name is David. I was born in Bogotá city.