(1) In "Terminal / Features", turn on "Disable application keypad mode", otherwise, the number keys on paypad would not behave well in applications such as vim.
(2) In "Window / Appearance", in "Font settings", change the font to your favorite. Note that the default "Courier New" sometimes is not a good one for PuTTY, because some character could not be properly showed when using it. You can also change the font
size to suit your needs.
(2) In "Window / Translation", change "Remote character set" into "UTF-8", otherwise, some unrecognized codes will be displayed in some circumstances. (e.g. in the output of C/C++ compiler when your client system has a Chinese configuration for non-Unicodes.)
At last, don't forget to return to "Session" and "Save" your changes, otherwise, it takes effect for only one session.