Q. How can I show my country's specific date formats, first day of week, etc.?
Tools - Options - Content - Languages.
Internet Options - General - Appearance - Languages.
Settings - Show advanced settings - Languages.
You should select your language from the drop-down list of languages and move it to the very top of the language list using the "Move up" button. Then click "OK" twice to save changes.
For example, there are different varieties of the English language, e.g. English (Australia) [en-AU], English (United Kingdom) [en-GB], etc. This extra region -XX is what designates date formats, first day of week, etc.
Both [en-AU] and [en-GB] have the dd/mm/yyyy date format and week starts on Monday, while English (United States) [en-US] has mm/dd/yyyy date format and Sunday as a week starting day.
After changing a language just refresh a page to see the results.
If it won't help clear browser cookies, restart the browser and load a page again.