Both in English and in Russian, sentences start with an upper-case letter.
The characters ? ! and . usually separate sentences (unless . marks an abbreviation). Ellipsis … also can mark the end of sentence. So you cannot tell if a capitalized word is a proper noun if it follows ? ! . … or is located in the very begining of the text.

Parantheses ( ) do not require capitalization of the text inside. If a whole sentence is inside parantheses, it is capitalized. If parantheses are used inside a sentence, the words inside are not capitalized. So parantheses are “transparent” for capitalization. You can remove them from the text before the analysis.
Quotation marks «» (several other characters can be used including „” “” "") are similar to ( ), but they can mark direct speech (starting with an upper-case letter) inside a sentence. In that case, « is precieded by : e.g. Он сказал: «Пошли». The word пошли here is not a proper noun.
If there’s no colon before the qotation mark, « » are “transparent” for capitalization.
— (dash) can also mark direct speech, but it is “transparent” so the capitalization depends on the presence of ? ! . … before the dash.

The words for week days and months are not considered as proper nouns and not capitalized in Russian in contrast to English. E.g. вторник, апрель (cp. Tuesday, April).
The same is true for the names of languages, nationalities and ethnicities. E.g. русский, английский, англичанин (cp. Russian, English, Englishman).

The difficult case is when a proper noun consists of more than one word. Individual words composing such a proper noun can be either capitalized or not. If capitalized, they on their own can be proper nouns or not.
Such cases are quite rare, and I don’t think one can easily tell them apart, so don’t bother.