Most likely the dialogue font is prob just a simple 16x16 as most are. I would see about extracting all the files from the disc first and checking those. Most likely culprit is usually the exe of the game (the SLUS*, SLJP*, etc etc file) or even something that could say font. Open that in Tile Molester and see what you can find. I prefer YY-CHR .Net myself but that doesn't really matter overall.
If you try to open the CD itself then that'll be waaaay too much of a pain to search due to the size.
Now if the font isn't that easy to find, what I do is use Agemo's PCSX Debugger (http://www.romhacking.net/utilities/475/
). Once you get in game and see text on the screen, pause the game and click the dump button. This'll dump VRAM and RAM. Now go into the dump folder and double click vram.exe and see what it looks like there. The important part is whether or not the entire font is in VRAM. Some games do this, some do not.
So if you see the entire font, you just need to see when it uploads it. So for this I'd restart it and do random VRAM dumps. Usually at the start screen or when you start the game. Make note too of the X,Y coordinates. Once you get an idea of where it's at then click upload break underneath GPU. Then continuously click Run CPU (or just Run) until it gets to the part where it uploads it. Now keep in mine where it'll do that. So from there restart once again, get up to before you upload it and then check of Enable under ASM log. Click run and then look for the address it uploads from in that log. From there you should see how it got put there (maybe it was compressed or something). You should also be able to see it in RAM at this point too.
Once you see it in RAM I like to copy off some bytes and use MadEdit to search for that in all the files and pinpoint it from there (just mount it and search all that and ignore MadEdit when it says it can't search something). And hopefully you'll find it
Now the other side is when it uploads one letter at a time. For that you can just check the upload break under GPU and display some text. See if it breaks for each letter. If it does then it's in RAM. So for that I just dump RAM, find it, and search all the files like I do above.
And that ends my long winded explanation of how to find a font in PSX
Could be easier/better ways to do it but that's the way I do it