In order to change the locale of Magento 2 Admin Panel take the following steps:
1. Click on your user icon in the upper right corner and go to Account Settings.
2. Find the Interface Locale select box in the Account Information section, where choose the language you need. Note: the language of Magento 2 admin panel won't actually change unless you install and enable language packs you want to have.
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3. Enter your current password in Your Password field and press the Save Account button to save the Magento 2 language of the admin panel.
Note: this change will affect only a selected customer, to change the admin interface locale for another one, please navigate to System > Permissions > All Users to manage its settings.
Trouble shootings
1. Make sure you have the language pack for the corresponding language installed in case it wasn't applied. You can easily find a free language pack it Google (use query "Magento 2 XXX language pack").
2. If your Magento is in a production mode and you had your admin panel broke down, use CLI command bin/Magento setup:static-content:deploy xx_XX (xx_XX is your language code). This CLI command will recompile static content.