If you’re using Client Access as your emulator, in your open session click on Edit on the menu bar, preferences, then appearence. There you will see a few options including Font.
…that works unless you are using IBM’s Client Access for Linux. With that you are stuck with the same junky looking font with no way to change it (that I have ever seen, anyway). If you are stuck in that scenario, I’d recommend tn5250j as it allows just about as much configuration as the IBM Windows Client Access.