Set site locale to display correct date format in date/time field
Dates and times are both formatted for the user’s preferred locale.


You have to select your "preferred locale" when installing Craft. If you chose the wrong one  you (currently) can't undo it from the CP, but have to change it directly in the database (--> "craft_locales" table).

Another way would be to install a second locale (even if you don't need it at all). Because if your Craft site is multilingual you can switch between installed locales from the user settings in the CP though.