I assume you’re referring to the English practice of reverential capitalisation, which originated sometime in the 19th century.

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The original Christian scriptures were composed in Hebrew, Greek and Aramaic, whose writing systems did not use distinct upper- and lower-case letters. Capitalisation had become a feature of the English language by the time these texts were translated, but God's pronouns only appear in the lower case. Take, for example, the 1611 King James Bible, which remains one of the most printed books in the English language.

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However, it is doubtful whether this was a conscious theological decision. There was little standardisation of the spelling and grammar of the English language throughout the medieval and early modern periods. In the 17th and 18th centuries, writers tended to capitalise a vast number of nouns which we only find in the lower-case today.

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It was only in the 19th century that writing practices became more standardised, and it is in this period that we first find the deliberate introduction of reverential capitalisation. This was largely in relation to the God of Abrahamic religions, which includes Christianity, and was intended as a display of veneration. It also served to clarify some possible scriptural ambiguities (e.g. when “he” could refer to either God or man).

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This practice has persisted and is used in popular versions of the Bible like the New King James Version. However, this does not necessarily mean that all Christians agree that it ought to be standard practice, and there are still individuals / editions which use lower-case letters for God and / or his pronouns. It has simply become the standard / taught practice.

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Hope this helps.

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A good article on this is: Ekpenyong, Effiong, 'Pronoun capitalisation in the New King James Version: A Style in translation and communication', Babel. International Journal of Translation vol. 55 iss. 1 (2009), pp.58-68.