The accepted answer is no longer correct. Of the standard fonts, none of them matter. I just spent some time on this problem and the best solution is to change your .bash_profile (or .zshrc) and include the line:
export PYTHONIOENCODING=UTF-8
In theory, you can also add this to your environment variables, which you can set from Preferences-> Build, Execution, Deployment-> Python Console This approach, however, seems to be broken in the assembly I'm using (4.0.4)
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