Just use DateCell class for grid initialization. See sample in the question What is the Editable Grid?
The date picker uses the standard GWT i18n mechanism. See referwnce GWT documentation for details. Everything you need is just to create a new properties file named org/gwt/advanced/client/ui/resources/CalendarConstants_XX.properties, where XX means ISO encoding name.
Create properties file as it has been explained in the previous answer. Find the firstDayOfWeek property and change the value. 0 means Sunday, 1 - Monday, etc.
The next sample shows how it can be done.
DatePicker picker = new DatePicker(new Date()); // swicth off time entering picker.setTimeVisible(false);