I'm SO confused!!!

Where are Bryce's pajamas?

"Zack. Tell me where the capital letters are supposed to be in this sentence
and what punctuation should it end with."

"Where is capitalized, Bryce is capitalized, 
and it ends with a question mark" 
 says he.

Susanna pipes up  
"AND pajamas!  
Pajamas is capitalized because it is a name."

(silence and confusion as cogs turn)* * * * * *

Finally Olivia screws up her face, raises one eyebrow, and muses out loud:


"I wouldn't name someone Pajamas" 


*Touche*