name = input('Enter your name: ')
surname = input('Enter your surname: ')
initials = name[0] + surname[0]
print('Initials:', initials.upper())
There are more ways how to write such a program.
You can call upper()
twice - on name and surname separately.
Or like this:
name = input('Enter your name: ')
surname = input('Enter your surname: ')
print('Initials:', (name[0] + surname[0]).upper())
I recommend the first option. It is longer but way more clear.