There are a few different ways to get to the language settings, but the easiest way is to open up the Charms bar and hit the gear-shaped Settings icon at the bottom of the list.
The Region and languages menu! There are two sections in the Region and language menu: Country or region and Languages. To change your language, look under the Languages section (the second section) and find your desired language in the list of languages. "Set as primary" is the first button.
If it's there, click it and click Set as primary (the first button). Pick your language from this list. If it's not there, click the plus sign next to Add a language. A list of languages will open up - find yours and click it to add it to the Languages section.