Setting language in the Master Data Services web GUI has always been a pain for me. I do this so rarely that I usually forget how to do this every time. Moreover has the method changed, At first it was a regional setting that had to be in place.
Now it is much easier, set it through the internet browser setting. It is the first language choice that determines the web UI. Do remember to set your local keyboard as well; it can be different from your language preference.
Make sure to restart your browser afterwards.