To have gdb set the working language automatically, use `set language local' or `set language auto'. gdb then infers the working language. That is, when your program stops in a frame (usually by encountering a breakpoint), gdb sets the working language to the language recorded for the function in that frame. If the language for a frame is unknown (that is, if the function or block corresponding to the frame was defined in a source file that does not have a recognized extension), the current working language is not changed, and gdb issues a warning.
This may not seem necessary for most programs, which are written entirely in one source language. However, program modules and libraries written in one source language can be used by a main program written in a different source language. Using `set language auto' in this case frees you from having to set the working language manually.