Right click highlighted word - menu Language
and make sure that the first letter is the same language as the other part of the word.
You can also try Paste text only option, because Word normally pastes text with previous formatting (see picture attached)
But you can avoid the deleting first letter by using Change letter case
function of MS Word. Change letter case.
Highlight the whole word and clicking SHIFT+F3. It will make first letter capital, second shift+f3 will make whole word capital and third shift+f3 will make it low case. Depending on initial case it will cycle through these three cases.