it is set during installation. The default character set is control by the server's collation name.
For example, collation sql_latin1_general_cp1_ci_as use 1252 latin character set.
collation chinese_prc_ci_as use chinese character set.
There is no easy way to change default character, except that you can re-install the SQL Server or use a program rebuildm to rebuild master database.
Note: you may not need to change server's character set since each database have there own character set. during creating database, you can choose a collation you want, then it should work fine.
Server default collation
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Latin1-General, case-sensitive, accent-sensitive, kanatype-insensitive, width-insensitive for Unicode Data, SQL Server Sort Order 51 on Code Page 1252 for non-Unicode Data.