Hi @boltspinner, Historically, the commandline has been lower-case biased so if it ever did make a difference my money would be lower case. Notice a very select few commands (X comes to mind) are upper case.
But that said, I probably never tried capital Y or N - it’s so natural to do everything lower case.
Then along comes SSH (Secure SHell) and they obviously want to impress someone. When you accept the ID of a new connection, it MAKES you type all 3 letters: y-e-s. No simple y will do.
I ave tried Capitals and non and it is ok whichever you choose but in the end it will depend on the command too.
Also, as @anon42388993 mntioned, pressing enter is like pressing yes and if it only one package it will go download and install it straight forward without your interaction.
Worth pointing out in general, programs may vary. Some software that will do something destructive come to mind… they’ll demand the exact key printed on the screen.
And in bash scripts, if you’re presented with a prompt, y and Y (or even yy) are treated as different.