The SET LANGUAGE command allows us to choose a language for a session. By session here I mean by SPID. Each query tab you open in SSMS is another thread to the database and receives a SPID. This can be called by almost anyone who has permissions to access the database because it only requires membership in the public role to execute.
Now let us change the session language to Russian.
You can change the default language for all sessions, as well as switching language for a specific session.