How can I change the font size using seaborn FacetGrid?

You can scale up the fonts in your call to sns.set().

import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
x = np.random.normal(size=37)
y = np.random.lognormal(size=37)

# defaults
sns.set()
fig, ax = plt.subplots()
ax.plot(x, y, marker='s', linestyle='none', label='small')
ax.legend(loc='upper left', bbox_to_anchor=(0, 1.1))

sns.set(font_scale=5)  # crazy big
fig, ax = plt.subplots()
ax.plot(x, y, marker='s', linestyle='none', label='big')
ax.legend(loc='upper left', bbox_to_anchor=(0, 1.3))

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