There are 2 date formats available, standard and friendly.
Here’s what friendly looks like.
Here’s what standard looks like.
If you want to change them, go to the list / library settings.
Then scroll down to the columns and click on any date column.
And change the setting to the one you prefer.
Don’t forget to change the locale in Regional Settings on the site or all your dates will be in the American format.
If you are using dates in the names of your documents, don’t forget that the only date standard that will work, is YYYY-MM-DD.