Depending on the style guide you've been given, you can either italicize the Opera's title or include it in quotes.
The key is to be consistent with your titles throughout your manuscript.
The name of the opera house is The Sydney Opera House
o mio babbino caroMimi, in La Boheme.
Sydney Opera House.
Aida, an Ethiopian princess, in the opera of that name.
There is no name for it. However the ending of an opera is usually referred to as the finale of the opera.
Italics
Re:
It should be train's name.
The Letter - opera - was created in 2009.
Barnes&Noble
You might be thinking of one that starts with A, and that could be Aida.
The name should be capitalized.
johana
You capitalize it
The name of the opera house is The Sydney Opera House
To Whom It May Concern:
It's commonly punctuated as Amar'e.