About 'our'selves not 'we'selves :) You're right ,not only at the beginning of sentences as in many other languages including Portuguese. It might be ,because it is just one letter, so it could be almost invisible, if written in lowercase in a sentence, that someone might mistake it for a letter of a word before or after it or it is merely the heightened ego of the Anglo-saxons ,just a joke ;)

England is where the capital “I” first reared its dotless head. In Old and Middle English, when “I” was still “ic,” “ich” or some variation thereof — before phonetic changes in the spoken language led to a stripped-down written form — the first-person pronoun was not majuscule in most cases. The generally accepted linguistic explanation for the capital “I” is that it could not stand alone, uncapitalized, as a single letter, which allows for the possibility that early manuscripts and typography played a major role in shaping the national character of English-speaking countries. “Graphically, single letters are a problem,” says Charles Bigelow, a type historian and a designer of the Lucida and Wingdings font families. “They look like they broke off from a word or got lost or had some other accident.” When “I” shrunk to a single letter, Bigelow explains, “one little letter had to represent an important word, but it was too wimpy, graphically speaking, to carry the semantic burden, so the scribes made it bigger, which means taller, which means equivalent to a capital.” http://www.nytimes.com/2008/08/03/magazine/03wwln-guestsafire-t.html