Getting N/A as output when creating a factor

When inputing values for labels and levels, does case matter?
For instance, when I input King, Queen etc as words with the first letter being capital and create a factor, it outputs  <N/A> with the specified levels.

However, if they are all lower case; king, queen etc,  it works as intended. also how does the ordered piece levels remain the same after defining it as "K" etc

Sorry if these are very basic questions