open international system prefs, select edit,scroll down to find your country, for A4 select British English, select it and hit OK, now drag it to the top of your list, log back in.
This didn't use to work & in some senses still doesn't... If you haven't updated yet... or you don't want to use british... (eg you want to use Australian), there is an easy way
To really change your default paper size (by changing what the OS thinks the paper size is as described in the thread A4 default-HOW?) you can use this simple installer