Changing font settings

When you create a new text object, it uses the Blender default font, Bfont, for your text object. I find it to be a solid font, though the capital J does strike me as out of proportion with the other letters:

The Blender Default Font

The default font could very well meet your purposes. If it doesn't, Blender gives you the ability to fine-tune settings for your text objects, including the font type. You can use any font already installed on your computer, even a symbol font such as Wingdings:

Same text, three different fonts

Finding the font filename

When you do try to change a font in Blender, you are picking it by the filename of the True Type Font (.ttf) file that is installed on your computer...