Автор: http://www.swissdelphicenter.ch

{ 
  When the application displays a Help Hint, 
  it creates an instance of HintWindowClass to represent 
  the window used for displaying the hint. 
  Applications can customize this window by creating a 
  descendant of THintWindow and assigning it to the 
  HintWindowClass variable at application startup. 
}

 type
   TMyHintWindow = class(THintWindow)
     constructor Create(AOwner: TComponent); override;
   end;


 implementation

 {....}

 constructor TMyHintWindow.Create(AOwner: TComponent);
 begin
   inherited Create(AOwner);
   with Canvas.Font do
   begin
     Name := 'Arial';
     Size := Size + 5;
     Style := [fsBold];
   end;
 end;

 procedure TForm2.FormCreate(Sender: TObject);
 begin
   HintWindowClass := TMyHintWindow;
   Application.ShowHint := False;
   Application.ShowHint := True;
 end;