Select your preferred language, by first expanding the list for your continent. Mageia will use this selection during the installation and for your installed system.
If it is likely that you will require several languages installed on your system, for yourself or other users, then you should use the button to add them now. It will be difficult to add extra language support after installation.
If your keyboard language is not the same as your preferred language, then it is advisable to install the language of your keyboard as well.
Mageia uses UTF-8 (Unicode) support by default. This may be disabled in the "multiple languages" screen if you know that it is inappropriate for your language. Disabling UTF-8 applies to all installed languages.
You can change the language of your system after installation in the Mageia Control Center -> System -> Manage localization for your system.