A lot of times, when I want to save a file in vim and immediately exit thereafter, I accidentally type :Wq instead of :wq.
Vim naturally gives me this error:
Though abbreviations suggest themselves for this (:cnoreabbrev Wk wk), their main disadvantage is that they are also applied in other places, such as when using Wk in a search pattern.
With the cmdalias plugin, you can define an alias:
:Alias Wk wk
PS: There is no :wk command, did you mean :wn[ext]? For a simple :w, have a look at this question