Apps can normally produce all kinds of encodings, regardless of the platform. UTF-8 is the modern, standard encoding that covers all languages. But often the default encoding for English and other W. European languages will be something else. Before Unicode and UTF-8 was popular, Windows historically liked to use CP1252, sometimes called Western (Windows Latin 1), and Mac used MacRoman. .
Windows tries hard to be compatible with old versions of itself, so you still see a lot of CP1252. MacRoman is pretty dead.
In TextEdit Preferences you set the default encodings for Open and Save to whatever you want. In Safari you can use View > Text Encoding to change the encoding if you have to. In Mail you can do the same with Message > Text Encoding.
These days it is best to try to do everything in UTF-8 if you have a choice, but sometimes you have to deal with the older encodings and converting between them is usually not that difficult.
(CP1251 is for Windows Russian)