I'm trying to override the jQuery mobile default font for my entire website.
I have seen that there is the jQuery theme roller, but I think it's a little too much to add an entire theme just to change the font.
Is there a selector in css that would help me to select all the texts to then apply my font?
All you need to do is look at the jQuery Mobile CSS, figure out what selector the font is currently set at, and then override that value for that selector in your own CSS.