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.

Magento 2 Admin User Manu

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.

Magento 2 Admin User Settings

 

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.

Magento 2 Save Admin User Account 

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.