@DaveinJapan,
Yes, it should be. This is the beginning of the dialogue. About the only time you wouldn't capitalize dialogue would be if you were capturing it mid-sentence and indicating so with an ellipsis, e. g. He looked over and said, "... let's get going." <-- This implies he said something before, which may have been inaudible, e. g. "Susan, let's get going." The implication is that the name, Susan, was hard to hear or the recorder of the speech entered in the middle of the sentence and missed the first part.