This question is concerned with the definition of the term "language" as it appears in the definition of a complexity class; thus we can look for the answer in a reference work on complexity theory. One such work is the book of Arora and Barak, where one can read (the set $\{0,1\}^*$ having been previously defined as the set of all finite binary strings)
An important special case of functions mapping strings to strings is the case of Boolean functions, whose output is a single bit. We identify such a function $f$ with the subset $L_f = \{x : f(x) = 1\}$ of $\{0,1\}^*$ and call such sets languages or decision problems (we use these terms interchangeably).
Thus a language in this context is simply a subset of $\{0,1\}^*$, i.e., a set of finite binary strings. It is equivalent to the (perhaps more intuitive) notion of a decision problem, which is basically a question to which the answer is "yes" or "no". To such a problem we can associate the language consisting of the strings for which the answer is "yes"; for example the language associated to the question "Given an integer, is it prime?" is the language whose elements are precisely (the binary representations of) the prime integers.