Hi @Anurag
Two things spring to mind here as it looks like the font that Power BI is displaying in your screenshot is times new roman:
- You don’t have that font installed on your system, or
- you’ve encountered the last caveat as mentioned in this article Custom fonts in Power BI - everything you wanted to know! - Data Mozart (data-mozart.com)
Hopefully, you can get things going from here 
Kind regards
Stephen