You need to go category "Window" and set it there. Do the same under Appearance for the font and size. Then go back to the session and save it for each session.
In Putty for each session need set up all settings separate.
- In left menu click on 'Session' item, choose and do active desired one session ("Default Settings" default) and click on "Load" button.
- In left menu click on 'Window' item, adjust then desired values within 'Appearance', 'Colours', etc.
- In left menu click again on 'Session' item, and click on "Save" button.
It's ready! Values are saved to your desired session.
If want to do this as permanent for the - Default session, click on it and do the above.
Each saved session should be adjust separately!