I'm not sure if you can embed fonts directly into a MOBI book. I suspect not, but I've never researched it. You can embed fonts in PDFs, ePubs, and some ebook formats. MOBI seems so limited though that I would be surprised if you could.

However, you can modify the CSS stylesheet when converting a book to MOBI and change the font weight, or even the font families as far as that goes. Changing the font weight to bold would make the text darker on a Kindle. Changing the font family will have no effect unless the Kindle was hacked and those fonts were added to it, but you cannot hack a K3 yet.

In calibre on the Look and Feel tab, I add the following in the Extra CSS field

body { font-weight: bold; }

This makes all the text in the book bold assuming a specific CSS style doesn't override it. But this requires a non-DRMed book.