You can change legend size in Matplotlib with the following code. If you want to learn Python then I will highly recommend you to read This Book.

from matplotlib import pyplot as plt
x = [1,2,3,4,5]
y = [2,4,6,8,10]
z = [4,8,12,16,20]
plt.title("Integers and Multiple")
plt.xlabel("Integers")
plt.ylabel("Multiple")
plt.plot(x,y,label="Between X and Y")
plt.plot(x,z,label="Between X and Z")
plt.legend(loc=2, prop={'size': 15})
plt.savefig('figure.png')
plt.show()
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