Hi, You do not change fonts in the Lyric Tool. There are a number of ways to do this. I would start here:

https://usermanuals.finalemusic.com/FinaleMac/Content/Search.htm?q=change%20font 

Your OS and version of Finale may affect exactly which tools and how they behave but it's all basically the same in 26 and earlier.

The introduction of SMuFL fonts in 27 made some changes. If in doubt, open the User Manual from within Finale and type change fonts in the search bar to see all your options.