You can find settings for your keyboard in System Settings > Language & Input (that's the location on stock Android, it should be similar on the Note). You should be presented with a list of input methods, including the default keyboard that was installed when you got the device, any keyboards you've installed from Google Play (Swype, SwiftKey, etc.), and probably some form of Voice input.
You should be able to select the default keyboard in that list and change its settings, including auto-correct.