"Roller coaster" is a common noun—a generic term for a gravity-driven amusement ride with elevated track, steep drops, and sharp turns. It names a class of things, not a specific one.
Proper nouns identify unique entities: Disneyland, Matterhorn Bobsleds, Steel Vengeance, Coney Island Cyclone. Common nouns categorize: roller coaster, amusement park, loop, helix, train.
Don't capitalize "roller coaster" mid-sentence unless it's part of a proper name: "The Roller Coaster Database (RCDB)" — here it's a title.
Language reflects reality: there are thousands of roller coasters, but only one El Toro. That's why one is common, the other proper.