You can change the font Zoom uses to render the text in a story using the Fonts tab of the preference pane.
In simple mode, you can specify a proportional, fixed-pitch and 'symbolic' font as well as the default font size. Zoom will use your selections to pick out appropriate fonts for the different styles stories can render their text in.
The 'proportional' font is used for most of the text produced by the game. The 'fixed-pitch' font is generally used in status bars and other places where a story might want text to line up exactly. The 'symbolic' font is used very rarely: it is used when a story requests the Infocom symbols font - Beyond Zork uses this to draw graphics, for example
In advanced mode, you can specify the fonts for all of the styles that Zoom knows about. You might use this to set up a story to use a specific font for the room names.
Modern stories can request any colour that your computer can display. However, most stories use only a palette of primary colours. You can set up this palette however you like using the Colour tab of the preferences.
Clicking on a colour will let you customise it. The transparency slider lets you specify that Zoom should use translucent windows to play stories in. You can specify which of the colours from the palette that Zoom uses by default using the Display tab, for example if you want white-on-black text.