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If you use services like Hotmail, SkyDrive, or any Windows Live feature not included in the Windows Live Essentials software suite, you can change languages right at the homepage. If you do not have a Hotmail account and would like to create one,
here is how to get started.
Once you’ve logged in, towards the top-right of the screen (not the top-most right, but close to it) you will see an Options menu. Clicking on that will open a drop-down list. The top-most language after selecting that will be Language, and the language you are currently using. To change the language, click on the current language setting you have (for this screen cap, it is in English, so that is what you will want to click on).
The next page will show the 48 different languages with which you can use Windows Live. Click on the language that you want, and choose Save. Windows Live will now be shown in the language that you have chosen! These steps apply to any time you wish to change languages. Note that this is connected to all of your Windows Live features, such as your Hotmail, SkyDrive, Spaces, Calendar, etc.

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If you use Microsoft Office Live, the language changes that you make in Windows Live will not affect it. To find out how to change the language in Office Live, the section below will help you with that.
As an aside, if you have an iPhone and would like to use it to connect to your Hotmail account, read about it right here.