Here is a pretty good explanation: http://dictionary.cambridge.org/us/grammar/british-grammar/east-or-eastern-north-or-northern

Normally, we use north, south, east, and west when we talk about specific places. For example, South Africa, east coast. In the case of South Africa, and other names of places, South begins with a capital. Northern, southern, western, and eastern are used to refer to larger territories. For example, San Diego is a place in southern California. In this example, southern is like saying "the south part of California". There are places, such as Northern Ireland, where these words are part of the name and, therefore, begin with a capital letter. I hope this answers your question!

East,west,south are used with capital letters and they are used as adjectives,adverbs and occasionally nouns but southern,eastern are mostly used as adjectives