You want to change the entire server default language, one logins or one sessions language.

When changing language, the sql server messages will change, the datefirst may be different, the datenames returns will change, ....

to change the default language of the server

EXEC sp_configure 'default language', 9

RECONFIGURE

To change the default language of a login:

ALTER LOGIN sa WITH DEFAULT_LANGUAGE = Portuguese;

To change the language in a session:

SET Language Portuguese

Remember that changing a server default labguage doesn't change the preexisting logins or sessions default language.

The table master..syslanguages has information about languages.