Go to Interface
> Alerts
. Here you can set up the look'n'feel of the pop-up messages.
Just like the other menu entries under the Interface menu, this also has a "Preview" button at the bottom.
Specify which font to use.
Specify (in partial seconds) for how long an alert message should be shown. You can also specify the fade in and fade out times with the sliders.
The translatable text and sound effect to be used. Currently only [quests] have alerts.