Regretfully, we don't have a tutorial video yet and there is no override or an option to set all of your fonts to only one or the same font family.
Out of the box, X only uses the Lato Google Font throughout the site and the Font Manager is disabled. That is the only time when you have all the text use the same font without configuring anything.
If you want to change it or you already have tweaked the settings including activating the Font Manager, you will have to manually change the font settings in Theme Options.
There are only 4 of them so it's very easy to setup. They're the Body and Headline Fonts under the Typography menu and the Logo and Navbar Fonts under the Header
To understand how simple the Typography works in X I'd recommend that you first start at the basic setup without the Font Manager like in the past. Please see this screencast (with narration). Hopefully, that explains the basics.
Now for the Font Manager, the main use of it is for Font Management and V2 Elements. Please see this screencast.
Don't worry about the Typekit settings. It's only applicable if you're going to use Typekit fonts
Hope that helps.