Bartlomiej,
The changes to the encoding settings in the Preferences page will be picked up when new projects or new files are created.
Can you please clarify if new files are created with UTF-8?
For existing files, you will have to manually change the encoding. You can check the individual encoding of files by right-clicking them and selecting Properties from the context menu. There in section Resource you can set their encoding.
This is an Eclipse feature and if you are still seeing issues, then please share with us the Eclipse version you are working with, the content type of the file you are working with, OS and version details and the exact places where you set the encoding to UTF-8 to help us investigate further.
Please let us know how it works for you.
–Swapna
MyEclipse Support