Before starting the game, make sure you have installed the font in the "Fonts" folder of the game, in order to be able to read the dialogues of the game.
Fonts to be found in "[Your RomStation installation]\app\games\downloads\Kingdom Hearts Rebirth 2 - 44070\files\27329\Kingdom Hearts Rebirth 2\Fonts" and to be installed in "C:\Windows\Fonts".