Capital letter or not in adjectives

When Palestinian, Italian, English, etc… have capital letter?
For example, “the conception of childhood and education in Palestinian society in Gaza Stripe”. Is it correct? Or do I have to use it only when it is a pronoun? like in “a Palestinian came to me and asked…”

Use the capital letter whenever a proper noun is used, even in adjective form.
French fries, Euclidean geometry, Palestinian society, Indian food… etc.