Go to System → Settings → Store Details
This is the default unit of measurement (e.g., kilograms, pounds) used to display product weights in your store. It affects the default weight class when creating new products, the weight class shown on the shopping cart page if "Display Weight on Cart Page" is enabled, and the units used for minimum/maximum weight settings in your delivery methods.
Do not confuse with the base weight class used in calculations. See System → Localization → Weight Classes. Also some shipping methods have own Weight class's related setting which affects shipping weight calculations.