Nero uses an On-screen Display (OSD) to display information of the video or movie being played. By default, a set of fonts and colours are assigned to it, but you can select a better set of fonts and colours if you wish. Go to Options and click on OSD Settings under General. Make sure Enable is checked, and then click on Set Font to change the font type for the OSD.

In the previous menu, you will also find the option for setting a colour and a position where you want the OSD to show up.
Similar fonts are used to display subtitles for movies. There, too, you can set which fonts should be used to display them. In the Options window, click on External Subtitles; check the box against Enable External Subtitles and click the Set Font button to set a different font style.