If you are using Twenty Fourteen child theme, click here for the tut, as your blog theme at the moment, this might help you a bit, we are going to style WordPress caption in WordPress in this tutorial.
Well I noticed that the caption isn’t stylized at all, that I could spot immediately for the caption text, which is aligned to the left, and too small for my preferences.
In the codex, it stated there is also a plugin to style WordPress caption, but I haven’t tried it.
I just copied and pasted the codex for the caption css, and it seemed to work ok, with a bit modification.
Of course you can modify things as you like, but in this tutorial, I just modify some paddings, margins, and background colour and border.