Jan, Feb, Mar...
January, February, March..
A. B, C, D....
a, b, c, d...
These are controlled by Custom List and Excel doesn't do it automatically.
Open File > Options > Advanced > Go down to General section > Edit Custom List > Here your list should be stored. I am attaching Custom List of my Excel installation
Excel understands only numbers not texts. Hence, 1, 2, 3 etc are filled in.
Dates are numbers in the background, hence they are filled in.
Put 3/1/18 in a cell. Drag it with right click and you will get all options related to Date.
Note - I recall in earlier versions of Excel, days of week, month etc. were already filled in the custom list. Hence, people didn't feel that they need to put this manually now.