Some games don't supply their own fonts, but instead make use of the fonts built-in to the PSP firmware. PPSSPP ships with some free replacement fonts, but a few games will look better if you use the original fonts instead.
If you have dumped the PSP firmware yourself from a real PSP, you can place the files in this location in your memstick directory:
/PSP/flash0/font
jpn0.pgfkr0.pgfltn0.pgfltn1.pgfltn2.pgfltn3.pgfltn4.pgfltn5.pgfltn6.pgfltn7.pgfltn8.pgfltn9.pgfltn10.pgfltn11.pgfltn12.pgfltn13.pgfltn14.pgfltn15.pgfOn the Windows build, you can also replace the fonts directly in the assets subdirectory, but this way they will be overwritten by updates.