I'm Canadian and I wanted to learn all the U.S states. I found a song that helped me memorize all of them. If I ever have trouble identifying a state on the map, I sing the song in my head and figure it out.
(https://youtu.be/Xo--bheaE0I)
As for the capital's you can create mnemonic devices to remember each capital, create flashcards/ use Quizlet decks, do quizzes on sporcle, and practice identifying all of the capitals on a map on a regular basis, it might take some time. Good luck.
