Firstly, i see this is your first post, so welcome to the forums! (why not come over to the new members thread in General Talk and say hi?)

In terms of your question, i agree with Dslave, i'd capitalize 'Mistress' unless she asks you to do otherwise. Other than that, the use/none use of caps and general ettiquette in your D/s relationship should be something you both work out (or she'll tell you), as everyone differs. Some people like to use caps all the time for 'You' 'i' etc etc, others might only use it at certain times and others don't like to use it at all.

sl