Yes, every word (be it a pronoun, an adjective, a noun, a verb etc.) must be capitalized at the beginning of a sentence. This however occurs only after full stops, new lines of texts, exclamation marks and question marks.
Io amo (amore is a noun, not a verb - amare) mangiare il gelato.
"Io" is here capitalized because it introduces a new line of text.
Tu ami mangiare il gelato, io amo mangiare la cioccolata.
"Io" isn't capitalized here, because it follows a comma.
The only exception to this rule is the formal pronoun Lei. You can either capitalize it or not (if you decide not to, the rules above apply: at the start of a sentence it must always be capitalized). Capitalizing it in the middle of a sentence makes it a bit more formal - this form is the standard in business writing and cover letters, for example.
Hope this helps! :)