To change your default font, you need to download a third-party app because Android does not have a built-in way of changing fonts
There are two good Apps that allow you to change fonts:
Font Changer - There is a free version and a paid version. The paid version allows you to change the screen density and allows you to preview the font. You can also change a few other options.
Type Fresh - With this App you can load any TrueType font and also backup your default fonts to your SDCard. Be aware that you might need to reboot your phone after installing Type Fresh.
Also, if you use GoLauncher, then try downloading GoLauncher Fonts.
Note: most, if not all, font changing Apps require you to Root your device