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
These are the files that should be placed there:
On the Windows build, you can also replace the fonts directly in the assets subdirectory, but the above will also work.