In response to the previous answer, I think that French would at first be the most logical choice because the creature learns language by watching Safie learn to speak French. However, he does somehow know how to read Paradise Lost, (originally written in English), Sorrows of Werter (originally written in German), and Plutarch's Lives (originally written in Greek)--all of these works are mentioned in Chapter 15. The reader could conclude that these works were translated into French, and the creature was able to read them that way. This would not be an illogical conclusion because the DeLacey family might have had French translations.
Another possibility is that the creature speaks German because we really don't know what language is Victor's native tongue. Being from Switzerland, he could have spoken French, German, English, or Italian. He attends the university in Germany; so he must speak German. Because Victor was in Germany when he created the monster, you must also consider whose brain he used--was it the brain of a native German speaker, French speaker . . .?
All of these are just conjectures, but it is an interesting question to consider. Personally, I think the ambiguity surrounding the creature's language is another one of Shelley's plot holes (when she was more focused on presenting Romantic ideals rather than a realistic storyline).
We assume it was French, since he presumably learned to speak through the observation, repetition and imitation of Felix and the French DeLacy family, rather than through the natural, innate ways in which normal human beings are hypothesized to learn language. We are assuming this, though, simply because he was a pseudo human, therefore he cannot be assumed to learn "humanly"
However there is a catch: He also learned through constant exposure to the book Paradise Lost by John Milton, which is also why he acquired so much expression and intellect. Hence, let's just go with ENGLISH as the language he spoke in a French setting. That's as much as there is that can be evidenced in the story. If anyone has a more clear and specific answer, I would love to hear it as well.