You can change your system locale and env setting and your system language will change including gdm, wdm, xfce etc. You can do it by editing the /etc/profile.d/lang.sh and lang.csh.
$ mcedit /etc/profile.d/lang.sh
comment LANG=en_US so it looks like this:
#export LANG=en_US
create new line
export LANG=de_DE
or
export LANG=de_DE.UTF-8
If you want to use unicode. Press F2 to save and F10 to exit.
Similar for lang.csh
$ mcedit /etc/profile.d/lang.csh
Find the setenv LANG en_US
comment it:
#setenv LANG en_US
create new
setenv LANG de_DE
or
setenv LANG de_DE.UTF-8
for unicode.