How to put the day of the function get_the_modified_date (‘l’, $post_id’) with the first capital letter?

‘l’ will give you lowercase representation of the day. You can wrap it in ucfirst (and beware that you have a typo):

echo ucfirst( get_the_modified_date ('l', $post_id) );

or you can use css, if you can target it and it’s the only word in there:

.day { text-transform: capitalize; }