That is the prefix that makes the word a language. The most common prefixes for that are isi- , ci-, chi- and ki-
isiNdebele actually means language of the Ndebele people/nation/grouping. The people themselves are called amaNdebele.
kiSwahili also similarly means language of the Swahili. I have only given two examples but the concept is similar.
Please note that the discussed prefix can also mean "the way of" or "culture" of the concerned people. So, isiNdebele, in addition to meaning "the Ndebele language", can also mean "the way of life of the Ndebele" or "the Ndebele culture"
I hope that helps.
Well, capitalisation is a bit tricky. I don't know abut Swahili but I improvised the capitalisation based on ,y own understanding of languages in general. I may be wrong. Proper nouns are usually capitalised. We also know that the beginning of a sentence starts with an initial capital letter , so I would write KiSwahili, IsiNdebele, CiNdau etc if these words start a sentence and as kiSwahili, isiNdebele, ciNdau etc if they appear somewhere in the middle of the sentence.