Terminology associated with things like race, ethnic origin or disability, that is. An area fraught with peril these days, not least because the terminology changes – and sometimes rapidly. Forgive me if I put a foot wrong!
Indian is not a term one should use, except in relation to people from India (and I’m guessing people from the West Indies may prefer Caribbean). Having said that, Indian is (for now) a term of art in the Indian Act (‘a person who pursuant to this Act is registered as an Indian or is entitled to be registered as an Indian’, s 2(1)). Indigenous now seems to be the acceptable term, although it’s not strictly accurate if the ancestors of our First Nations came originally from Asia across the Bering land bridge; something that is indigenous to a particular location has always been there (the French autochtone, used in relation to this continent’s First Peoples, is to the same effect). Aboriginal seems to have passed out of favour in Canada (but Australians still refer to Aborigines), as has Native to some extent. Eskimo, a derogatory term, is now universally Inuit, in Canada at least.
For people whose ancestors came from (sub-Saharan) Africa, Black is still used (Black Lives Matter), as are African-American and African-Canadian – although the latter two would probably not be used to describe people from the top part of the continent, like Berbers or Egyptians. Terminology with ugly historical associations is to be avoided, although there are some hold-overs (the National Association for the Advancement of Colored People has not changed its name, and I think one can still talk about Negro spirituals).
People of colour is a useful (if imprecise) description for non-Caucasians (who aren’t actually colourless). Caucasian is a bizarre term to begin with, based on a since-exploded eighteenth-century theory that the ‘white races’ (and some others) originated in the Caucasus region between the Black Sea and the Caspian.
I still haven’t managed to get my aged parents to substitute Asian for Oriental; they don’t seem to get that there is no centre of the world in relation to which people are eastern or western. (The Middle East, by the bye, used to refer to the region roughly from Mesopotamia to Burma, when London saw itself as centric; as the axis of global power shifted westwards to Washington, the Middle East did too.)
Scotch used to be usual description for someone or something from Scotland, at least to a Sassenach (English person); it’s better now to say Scottish or Scots (the latter, particularly, in reference to the country’s distinct legal system). Vestigial uses of Scotch: Scotch bonnet, Scotch broth, Scotch egg, Scotch mist, Scotch whisky (which I would just call whisky, all other types needing an identifier like Irish or rye).
People with disabilities understandably prefer that term to disabled people, in order to place the emphasis on the person not the disability.
Capitalise terms denoting race? Sometimes it’s useful (White privilege is more pointed than white privilege), but it’s not always necessary (Why aren’t there more brown partners at your firm?).
When in doubt, the best policy is to ask someone’s terminological preference in these matters.