Answer: Surround the name with quotes!
Like so:
CREATE DATABASE "MyAwesomeDatabase";
It looks like this in psql
session:
psql (14.5, server 12.9)
Type "help" for help.
postgres=# CREATE DATABASE "MyAwesomeDatabase";
CREATE DATABASE
postgres=# \l
List of databases
Name | Owner | Encoding | Collate | Ctype | Access privileges
--------------------------+----------+----------+------------+------------+-----------------------
MyAwesomeDatabase | postgres | UTF8 | en_US.utf8 | en_US.utf8 |
postgres | postgres | UTF8 | en_US.utf8 | en_US.utf8 |
(2 rows)
If you don't include quotes, you'll create a database with all lowercase letters:
psql (14.5, server 12.9)
Type "help" for help.
postgres=# CREATE DATABASE MyAwesomeDatabase;
CREATE DATABASE
postgres=# \l
List of databases
Name | Owner | Encoding | Collate | Ctype | Access privileges
--------------------------+----------+----------+------------+------------+-----------------------
myawesomedatabase | postgres | UTF8 | en_US.utf8 | en_US.utf8 |
postgres | postgres | UTF8 | en_US.utf8 | en_US.utf8 |
(2 rows)