Just married to WordPress

This is the first time I am writing any blog on wordpress.com. I have been using blogger.com for a long time and now I have decided to give wordpress.com a try.

I am thinking of changing the font but not getting any clue about it. Recently I heard that wordpress has some option from where we can easily design the new theme and process it for the web blog. But unfortunately I am not able to find it now.
Hopefully wordpress people will be able to help with these stuff.