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"Steward" in Denethor's case is capitalised because it's a title, not a common noun.
One point that comes out of the conversation between Gandalf and Denethor is that although Denethor has the title Steward, he is not acting as a steward. A steward serves the interestes of another. Denethor isn't doing that. He thinks that he is serving Gondor but, as he sees himself as an embodiment of Gondor (a function of a King), he is really serving himself. He may be sitting on a plain wooden chair on the lowest step below the Throne but he is, in effect, not steward but Ruler. He calls himself the Lord of Gondor and acts as, and believes himself to be, the King. He rejects the idea that the line of the Kings could ever be re-established.
Gandalf tells him that he should be a steward as well as having the title Steward. As a steward of Gondor, his care for the land and its people should out-weigh his pride as Steward of Gondor, and that that care should mean swallowing his pride and accepting Gandalf's help and advice.
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Some posters have suggested that one of Gandalf's roles as a steward is that of Envoy or messenger of The Valar.
I don't see it. If he were a messenger, he would be proclaiming the message he had been given by his masters. He doesn't do that. He never speaks of The Valar or his own origins. Only Cirdan and a few others know that he has come from The West and no-one, except perhaps Galadrial, realises that he is Maiar.
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