The easiest would be if you opened up the game and it had a nice file/folder called font (or fnt or chars or some other term that means much the same thing), or a known font extension or something like that. Second to this is elimination -- if another file is known to be something else then don't look to find a font in it.
As you might not be so lucky the next thing would be to find it in RAM/video memory and dump that. Search the ROM for that. Obviously any post processing or compression (not all fonts are compressed but it can gain something so some will be) that was done in the ROM/ISO will trouble that, not to mention if it is a font with that many characters then games don't tend to stick it all in RAM and just grab what it needs (though a fragment might still find you the file in question).
Corruption is a method you can use. If you tweak a file and something changed in the game then you know your tweak caused that. It is somewhat unfashionable these days, and can take quite a while to find what you want if you are unlucky, but I will still mention it.
After this you head into assembly and debugging territory. https://www.romhacking.net/documents/361/
is for an older emulator of the GBA (rather than the command line style thing it uses we tend to suggest the graphical no$gba these days) but it is much the same for any system really. Find where it lands in memory, then go back and see what put it there, might be straight from the ROM but might have another step in between so rinse and repeat until you end up with the data being copied from the ROM. For the PSP this might be a bit harder as the emulators for it are not that nice just yet (though it has been more than a year since I properly looked at PPSSPP and they were looking at adding some debug options worth having), and hardware debugging is good for making cheats
but not too much more.