"Hey!  She caught me by surprise!"  Whined Kazuya.

lowercase 'w' in 'whined'

The question is... why?  Is capital after quotes only used with a 
period?

You shouldn't use a period for that kind of construction

Kazuya whined, "She caught me by surprise."

"She caught me by surprise," whined Kazuya.  

The important thing is that "Whined Kazuya." is not a sentence.  What 
whined Kazuya?