When you first download and install Opera on your computer, the language will automatically be selected based on your location and/or operating system language (you can pick a different language by using the installer's options). You can also change Opera's language on-the-fly after you have installed Opera.
To customize Opera's Language options, click on the Opera button, and select 'Preferences'. Type 'language' into the search field and this will load three options. The first option changes the language for the GUI. Click on the 'Select User Interface Language' dropdown menu and select the language you want. this will change all the buttons, menus, toolbars, etc. on the browser window. Close and restart Opera for the changes to take effect.
You can also change the preferred language for webpages by clicking on 'Preferred Languages...' under 'Specify your preferred languages for webpages' and adding the languages you want to use. For websites and web apps that support internalization, you'd automatically be served a translation of the site's content.