On one hand, "Normal" seems not to be an adjective, nor a feature of some distribution that it is more normal than any other (or more "beta", more "binomial"). "Normal" is a name of a distribution and can to be considered as a proper noun, and so be capitalized. As @Scortchi noticed in his comment, this is also a general term and people seem to capitalize such terms. If you look into the literature, you'll see that some authors capitalize all the names of distributions, while some seem to never do so.
On another hand, currently (e.g. by Forbes et al., Krishnamoorty, Fisher, Cox et al. and others), it seems that most commonly names of distributions are written in lowercase (e.g. normal, beta, binomial) and are capitalized if they come from surnames (e.g. Cauchy, Gaussian, Poisson). There are also some names that are always written in lowercase as $t$-distribution (example here). While Halperin et al. (1965) in their recommendations do not mention distribution names, in their text they write about chi-squared and standarized normal distributions in lowercase.
This convention may be confusing since in formulas names of distributions are almost always written capitalized (e.g. $X \sim \mathrm{Normal}(\mu, \sigma)$ or $X \sim \mathcal{N}(\mu, \sigma)$) and also because many names come from surnames. However, contrary to my initial answer, it seems that lowercase names are used more commonly and so can be considered as a current convention.

(image source: Freeman, 2006)
Halperin, M., Hartley, H.O., and Hoel, P.G. (1965). Recommended Standards for Statistical Symbols and Notation. COPSS Committee on Symbols and Notation. The American Statistician, 19(3): 12–14.
Freeman, A. (2006). A visual comparison of normal and paranormal distributions. J Epidemiol Community Health, 60(1): 6.