But to clarify... You set the language in "Preferences -> General":
Then you completely shut down and restarted Electrum and it was still set to "default"...
How exactly did you "install" Electrum? Did you open the .dmg file and then drag the "Electrum" icon into your "Applications" folder? or did you simply double click the Electrum icon in the .dmg file and run it directly from there? It's possible that if you are just running from the .dmg (and didn't "install" it to the applications folder), the app isn't able to save the preferences correctly... so when you restart, it is back to default again.
Full instructions here, refer #2: http://www.bitcoin-en.com/install-electrum-wallet.html