Days, months, and holidays will always be capitalized because they are proper nouns. Seasons generally aren’t capitalized unless they are personified.
Correct The maid comes on Thursdays and Sundays.
Correct My job interview is on Monday afternoon.
Correct Your birthday is in May, isn’t it?
Correct Thanksgiving is in November, Christmas is in December, and New Year’s is in January: North America has lots of winter holidays.
The four seasons are not capitalized unless they are used as proper nouns, such as when personified in creative writing or poetry. Consider the sentences below:
Correct My favorite season is spring.
Correct Lots of animals hibernate in the winter.
Correct So it’s the time of year again, when Winter blankets all creatures with slumberous snow and whispers to them, “Rest, children, rest.”
Typically speaking, days of the week and months of the year do get capitalized, but there are exceptions to the rule.