"Do you want to continue[Y/n]?" Why the upper case?

Usually, the uppercase option (Y in your case) is the default option if you don't provide any and just press ↲ Enter. This is a convention I see very often on the command line.

I wish I could provide a credible source, but I fail to find one. However, this is something I see very often in Debian/Ubuntu systems, in various programs.

The closest "source" I could find is a Q&A on Stack Overflow: Standard format for yes/no questions in the terminal?

Many Unix/Linux terminal programs do not support even bold or colored text and so conventions like this are used to distinguish the default value if you just pressed ENTER without any text (because it's faster).

Most (well written) programs will accept either upper or lowercase responses (i.e. 'Y','y','N', or 'n').

A lot of these programs are shell scripts so changing the default for a prompt like this is usually not difficult.