If you go to the extension in Stencyl, go to the "Styles" tab, you can see all of your dialog styles. It's pretty much all of the settings for your dialog, including all of the visual aspects, how it's displayed. You can look through there to see which settings can be changed. The name of the style you wish to use for some particular dialog is what you put into the "style" field of the custom block. Unless you add any styles yourself, you can just put "Default Style" into that field.
Some of the settings might reference a "window", a "tween", or a "font", and to change those you can open each of their respective settings pages next to "Styles."