Here's why:
* Common nouns refer to general things or people. They are not capitalized unless they are at the beginning of a sentence.
* Proper nouns refer to specific people, places, or things and are always capitalized.
"Midnight" refers to the general time of 12:00 AM, not a specific instance of that time.
For example:
* Common noun: I woke up at midnight.
* Proper noun: I met my friend at the Midnight Cafe.