Categories are already alphabetically sorted by default, and provide jump-to links for each letter of the alphabet for which there are existing entries.
Additionally, you can already set Areas to sort alphabetically by default or manually using the sort tools at the bottom of the area's content list. It would be a simple task for us to add the alphabetic filter (to only show results for one letter) to the existing sort tools for areas, if that's what you're after.
If the existing sort functions do not work as expected, please let me know, as there might be a bug.