Spell checking with opera never works "out of the box". You have to copy file to the right place and edit configuration files. a real pain. And the official opera doc is not at all helpfull. So here I keep my little info.
First you need to create and edit a spellcheck.ini file.
[Spell Check] Spell Check Engine=/opt/opera/lib/opera/7.50-20040511.5/spellcheck.so Default Language=de Default Encoding=iso8859-15
Depeding on operation system you find the file in one of the following places:
/opt/opera/share/opera/ini/spellcheck.ini /usr/share/opera/ini/spellcheck.ini D:\Program Files\Opera\spellcheck.ini