How to change NLS paramater?

Check current nls parameter as sys user
SQL> select * from v$nls_parameters;

e.g.
modifying date format parameter

Add below row into init.ora parameter file - apply forever
*.NLS_DATE_FORMAT='DD-MM-YYYY'

Then, restart database.
SQL> shutdown immediate;
SQL> startup;

Run below command - apply just for session
ALTER SESSION SET NLS_DATE_FORMAT = 'DD-MM-YYYY';

Referance: http://docs.oracle.com/cd/A84870_01/doc/server.816/a76966/ch2.htm