How come I can't change font to Arial?

Try using Firefox with the Firebug add-on for this kind of CSS work.
https://getfirebug.com/

The body font is getting overridden by more specific CSS in various places — try using “find” (for Verdana or font) in the stylesheets and you’ll see what you need to change.

have you tried font-family: Arial, sans-serif; in the CSS rule

p {

in your theme’s style.css

I have tried

p {
font-family: Arial, sans-serif;
}

but it still doesn’t work.

Is there another way to override the Verdana?

Yes, as I said earlier, find all the font-family declarations and change them