The great pond between Europe and the Americas is the Atlantic Ocean. Ocean
gets capitalized because it is part of that puddle's proper name. It's not an
Atlantic ocean, it's the
The same is true for other bodies of water, such as Puget Sound, the Black Sea, Lake Superior, and San Francisco Bay, as well as other landmarks, like the Brooklyn Bridge, the Statue of Liberty, and the Eiffel Tower.
It might help you remember this type of capitalization by thinking of the Pacific Ocean. Pacific means "peaceful," and the ocean was named by Ferdinand Magellan because he had clear weather and smooth seas when he first sailed into it. But, as it turns out, the Pacific Ocean isn't a pacific ocean.