There are two different settings affecting the start of the week.
Week Numbering in Mini-Month & Month View
This is for specifying different International Week Numbering standards.
See https://weekcalendar.zendesk.com/entries/30396181 for details.
Display in Day & Week Views
In Settings > Day & Week you can choose which day your week should start visually.
- Sunday til Saturday
- Current day of the week
- Previous day of the week