Jornt, anonymous users get the default language (as defined in your settings).
A way of dealing with this problem would be to retrieve the OS language settings, and use that one in Mendix. This can be done with Java, working with cookies, but I guess that you need to create a feature request because I am not aware that we are able to tell Mendix to use that language.
Maybe not so bad if sb from Mendix could confirm if I don't make tremendously mistaken statements here? my wife says I often do so :)
Additionally/alternatively, you may want to give the opportunity to an anonymous user to select a language. Eg because there is a problem retrieving the language, or because you want to give the opportunity to overrule the OS language. That can also be done with Java & Cookies, and you may also need to add it to the feature request.
Are there additional ideas about this language question?
Did Jorrit already filled a feature request? Otherwise I will do so because I have the same problem.
And for the solution part: would it not be awesome if we as developer from the model could place our own variable in the Mendix cookie? This would give us developers a lot of new possibilities without having to revert to java etc. and solve the above problem.