Have you enabled your locale in /etc/locale.gen and run locale-gen according to this wiki page?
on 04/03/2012 – Made popular on 04/03/2012
May I ask what the expected behaviour is for a locale like de_AT which has very few translated messages available? I'm asking because I would like to set my default language to cy but I've been afraid to as I didn't know what effect that might have. (I'm not sure how to tell it to fall back to X i.e.