First you have to find out what type your terminal is. Issue "echo $TERM" and if it is
vt100, vt200, ansi or the like
you have to change the font in the terminal emulation software you use (putty, hyperterm, whatever).
xterm or aixterm
right-click into the window while you hold down the ALT-key (or the CTRL-key? not sure, just try) and select a different size from the upcoming menu. To change the fonts selected by the menu entries (if you do not like them altogether) enter the appropriate X-resource string into your "$HOME/.Xdefaults" file.
Here is an example, which will add a font with german diacriticals ("Umlauts") to the XTerm font menu and label it "ISO8859-Charset":
simply select "Options" from the menu. To make the change lasting change the preferences of CDE.