If you can find the Preferences button (the Calibre icon style has a screwdriver and a wrench), you can click the little dropdown beside it. Welcome Wizard is the second option and has a little wizard wand as the icon.
If that doesn't work, something like
Geek Uninstaller ought to get rid of any files the Calibre uninstaller leaves behind (including, hopefully, the language preferences) so you can do a complete clean install.
I've accidentally installed programs in the wrong language too. Don't feel bad.