Why can I only use specific fonts for my website copy?
You can only use specific fonts in your website copy because the browser only recognizes about five fonts and displays them properly. Some browsers will see more, but there is no guarantee, so it is best to stick with the five main fonts.
The five browser fonts are: Times, Georgia, Arial, Verdana and Helvetica.
How come I see other fancier fonts on other websites?
You may have seen fancier fonts on other websites on the web, but in order to use those, you have to make them images, so they are no longer considered text. This is a bad thing, because search engines only read text. Images are invisible to them, so the use of more images makes your website more invisible on the web.
On the other hand, it is fine to have your company name written in a stylized or fancy font because that is your "logo" and people identify your company with it.