There are two levels of this. If I get some other European language, I can generally figure out which is their word for English and it's not a big deal to switch. But if it gives me a script I don't know, like Bengali or something, it's a problem.

Perhaps every "choose language" menu should include English and Chinese in non-localized form, as an escape hatch, since almost every web users can recognize enough of them to navigate a menu to find their actual language.