Welcome to Android!
So, do you want to change the language for the whole phone or just the keyboard? If it's the latter (which I'm assuming since you want to turn Autocorrect off), just summon the keyboard from any text box and either select the gear icon next to the SYM key if it's there, or if it's not, long press on whatever is next to the SYM key and then you should be able to select the gear, or go into your Language and Input Settings and select the gear icon next to your Samsung Keyboard.
There you can add languages to your keyboard and select the keyboard layout (you can't really 'change' the language as it autodetects which one you're writing on if you have more than one) and also turn off autocorrect and the 'swype' method.