If you have a lot of non-Amazon books, the best option is to install the excellent free program Calibre
https://calibre-ebook.com/. Note that the PDF format is not meant for converting or reading on small screens. While you
can convert PDF, the result is generally rather poor, no matter which program or app you use.
Also don't convert your files to the mobi format, but to azw3. Otherwise you can't use custom fonts or adjust boldness (the mobi format doesn't support such things).