To do this, head to Edit > Spelling and Grammar. You might want to disable autocorrect in one problem application, but not everywhere. Your Mac syncs these settings over iCloud to your iPhone, iPad, and other Macs, so changing them here also fixes them on your other devices. You can also set your native language and specify whether you want your Mac to create smart quotes and dashes as you type. The Text tab also lets you select a few other options, such as choosing whether your Mac capitalizes words automatically or adds a period when you double space.
