Capricious is an adjective to describe a person or thing that's impulsive and unpredictable, like a bride who suddenly leaves her groom standing at the wedding altar.
You can criticize a fickle-minded person as capricious, but it could just as well describe quickly changing weather, as in "capricious spring storms." It's the adjective form of the noun caprice, which means a sudden change of mood. Caprice might come from capra, the Italian word for "goat" (because goats are frisky), or from capo, "head" + riccio, "hedgehog." Why bring hedgehogs into it? If you have a "hedgehog head," you are so scared that your hair is standing straight on end. A scared person makes sudden starts this way and that, just as a capricious person does.