To set the word list that vim will use for spell checking set the spelllang option.
For example
:set spelllang=en # set to English, usually this is the default
:set spelllang=en_us # set to U.S. English
:set spelllang=en_uk # set to U.K. English spellings
:set spelllang=es # set to Spanish
If you want to set the spelllang and turn on spell checking in one command, you can do:
:setlocal spell spelllang=en