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Some people have mixed upper and lower case letters (informally, CamelCase) in their names. This can appear in their first name (e.g. LeBron James), last name (e.g. Tracy McGrady), or both (e.g. DeMar DeRozan).
Is there a special reason using an upper case letter in the middle of one's name? Would it be considered erroneous or offensive if you write Lebron, Mcgrady and Demar Derozan?
Bella Swan is right, that is because that is simply the way they are stylized. It typically only appears in names and is simply the way they are written for various reasons. The most common one in America is because of a past connection to how names are typically stylized in the language/country of origin.
Especially for last names, improper stylization would typically considered wrong and therefore also probably rude. Obviously not on the level of using a slur, but still shows a lack of respect toward the person or at least a lack of familiarity with the proper way to do things.
I would note that there are also intances where (at least what I would consider) a last name does not begin with a capital letter, especially from Dutch origin.
Sometimes names such as these might be Anglicized during assimilation and loose a specific spelling or stylization could have been intentionally dropped. Therefore it is proper to abide by whatever way the person in question perfers their name to be written. This page adds some more information with examples
