When you use a font that the user doesn’t already have on their computer they need to download it just like an image.
So every time you use a different custom font on a website, that’s another thing to load!
This isn’t really an issue if you’re only using a couple of fonts, but can cause performance issues when you use more than that.
Font files are also not all the same size. A flowing script font for example might be a larger file size than a more basic font, and in turn, take longer to load.
If you want to be super optimized, you could even use a system font, which means the font will load directly from the user’s device and they won’t need to download anything.