Any fonts that LaTeX or matplotlib supports can be used. Do not take this example as any kind of implied recommendation unless you plan on announcing a huge discovery!
import daft
import matplotlib.pyplot as plt
# ff = "comic sans ms"
# ff = "impact"
ff = "times new roman"
plt.rcParams["font.family"] = ff
pgm = daft.PGM(aspect=2.1, dpi=150)
pgm.add_node("confused", r"confused", 3.0, 3.0)
pgm.add_node("ugly", r"ugly font", 3.0, 2.0, observed=True)
pgm.add_node("bad", r"bad talk", 5.0, 2.0, observed=True)
pgm.add_edge("confused", "ugly")
pgm.add_edge("ugly", "bad")
pgm.add_edge("confused", "bad")
pgm.render()
<Axes: >