It is a good idea to go ahead with the linguistic preparation early on in the process. Of course it may be that you decide to do an exchange to improve your language skills, but if all the energy initially is being used to try to understand what is being said, then the academic learning might suffer from not being able to follow classes.
At most universities in English speaking countries as well as some universities that offer programs in English, you need an English language test score for admission. You must investigate if any such requirements apply in your case and if so, start preparing and join for such test.
The most common tests are TOEFL or IELTS. Ask your student counsellor for advise on your nearest test center.