Under the "Date and time" tab in Special:Preferences, you may specify the format in which you view dates. This applies primarily to dates on your watchlist and other lists of changes.

It also affects dates in Wikipedia articles and other pages, but only if the day, month and year are wikified (e.g. [[May 14]], [[2007]]). Current recommended editing style is not to wikify dates for this purpose‍—‌most years and dates appearing in articles should not be wikilinked, and their format will therefore not be customized.