Naturally most subjects are taught in the language of the country of your choice. But there are more and more international degree programs that are introduced in a lot of countries. This makes studying abroad much easier for a lot of students. In the Netherlands for example many degree programs are already taught in English (for more information on studying in the Netherlands see here).
Thus it can be worth it to take a look around and to check whether your desired subject is also taught in English or another language in a foreign country.
Depending on your level of mastery and the language courses you had at school you can also study in a foreign language. Many Universities support non-native speakers with special language courses and special care.
One thing is for sure: Not only the world of education is getting more and more international and intercultural - the business world is as well. This means studying abroad or doing an exchange semester is definitely a big plus on your résumé.