Στο μήνυμα έγραψες το πρώτο γράμμα με πεζό, αλλά εδώ θέλει κεφαλαίο.

Στο is the contraction of σε + το.

• σε = in / at / to
• το = the for a neuter singular noun

So:

• σε το μήνυμα → στο μήνυμα

Here it means in the message.

Because μήνυμα is a neuter noun, the form is στο μήνυμα.
Very common similar contractions are:

• στο = σε το
• στη = σε τη(ν)
• στον = σε τον

Because μήνυμα is a neuter noun, and in this sentence its accusative singular form is the same as its nominative singular form.

The noun is:

• το μήνυμα = the message

After σε Greek normally uses the accusative case, but for many neuter nouns like μήνυμα, nominative and accusative look identical:

• nominative: το μήνυμα
• accusative: το μήνυμα

So even though there is a case change in grammar, you do not see a change in the word form here.

Έγραψες is the aorist form of γράφω (to write), and it means:

• you wrote

It is:

• 2nd person singular
• past tense
• completed action

So έγραψες fits because the sentence refers to something the person already did: they wrote the first letter in lowercase.

Compare:

• γράφεις = you write / you are writing
• έγραψες = you wrote

In Greek, subject pronouns are often left out because the verb ending already shows who the subject is.

Here, έγραψες already clearly means you wrote, so εσύ is unnecessary.

• έγραψες = you wrote
• εσύ έγραψες = you wrote with extra emphasis, like you wrote

Greek uses the pronoun only when it is needed for contrast, emphasis, or clarity.

Literally it means:

• the first letter

Breakdown:

• το = the
• πρώτο = first
• γράμμα = letter

Here γράμμα means a letter of the alphabet, not a written message.
So the sentence is talking about capitalization of the first character.

Also notice agreement:

• γράμμα is neuter singular
• πρώτο is also neuter singular to match it

Με πεζό literally means something like:

• with lowercase
• more fully understood as with a lowercase letter

Here πεζό is neuter singular and stands for an implied noun such as γράμμα.

So the full idea is:

• με πεζό (γράμμα) = with a lowercase letter

This is a very natural Greek way to say it. Greek often leaves out a noun when it is obvious from context.

Πεζό is the standard word used for lowercase in this context.

• πεζό γράμμα = lowercase letter
• κεφαλαίο γράμμα = capital letter / uppercase letter

The form πεζό is neuter singular because the implied noun is γράμμα, which is neuter singular.

A learner may expect μικρό because English sometimes thinks in terms of small letter, but standard Greek uses:

• πεζό = lowercase
• κεφαλαίο = uppercase / capital

This is a very common Greek usage.

Literally, θέλει usually means wants, but in many everyday expressions it means:

• needs
• requires
• calls for

So:

• εδώ θέλει κεφαλαίο = here it needs a capital
• more natural English: here you need a capital letter or here it should be capitalized

It is an impersonal, idiomatic way of speaking. Greek often uses θέλει like this in instructions or corrections:

• Θέλει προσοχή. = It needs attention.
• Θέλει αλάτι. = It needs salt.

Because γράμμα is omitted as understood from context.

So:

• κεφαλαίο really means κεφαλαίο γράμμα
• πεζό really means πεζό γράμμα

Greek does this very often when the noun is obvious. English does something similar too:

• Use uppercase, not lowercase.

You do not always need to repeat letter in English, and Greek works similarly here.

They are the normal Greek terms for letter case:

• πεζό = lowercase
• κεφαλαίο = uppercase / capital

Examples:

• α is πεζό
• Α is κεφαλαίο

You may also see them in plural:

• πεζά γράμματα = lowercase letters
• κεφαλαία γράμματα = capital letters

Because αλλά means but, and it introduces a contrast.

The sentence has two contrasting parts:

• Στο μήνυμα έγραψες το πρώτο γράμμα με πεζό
• αλλά εδώ θέλει κεφαλαίο

So the comma helps separate the two ideas, just as in English:

• In the message you wrote the first letter in lowercase, but here it needs a capital.

Yes, the word order is normal and natural.

Current order:

• Στο μήνυμα έγραψες το πρώτο γράμμα με πεζό, αλλά εδώ θέλει κεφαλαίο.

This is straightforward and conversational. But Greek word order is more flexible than English, so other versions are possible for emphasis, for example:

• Έγραψες το πρώτο γράμμα με πεζό στο μήνυμα...
• Εδώ θέλει κεφαλαίο, αλλά στο μήνυμα το έγραψες με πεζό.

The original sentence sounds like a natural correction: first it points out what happened in the message, then it contrasts that with what is needed here.

Yes. Έγραψες is 2nd person singular, so it is used for one person in an informal way.

If you wanted to address someone formally, Greek often uses the plural form:

• γράψατε = you wrote (formal singular or plural)

So the sentence could become:

• Στο μήνυμα γράψατε το πρώτο γράμμα με πεζό, αλλά εδώ θέλει κεφαλαίο.

That would be appropriate in formal speech or when talking to more than one person.

Yes, that is a very good way to understand it.

Depending on context, θέλει κεφαλαίο can mean:

• it needs a capital
• it takes a capital
• it should be capitalized here

All of these capture the Greek idea well. The exact English wording depends on how natural you want it to sound.