At the moment it's up to the fonts you have installed. Are you using the latest client? If you run Steam in a console are you getting GetTextureForString asserts? If so your font doesn't have glyphs for the characters. If you have a font with the characters (plus whatever language you care about) you can map 'Arial' to it and Steam will use it.
We're discussing how to automatically select fonts for maximum Unicode coverage, but there doesn't seem to be a way beyond brute force scanning of all fonts.
Perhaps install a font of your own and use that?
Steam relies on system fonts on all platforms. Creating a font that covers the entire Unicode character set is a major effort.
The next client has some more aggressive fallbacks that will use a wider variety of fonts and so have a better shot at displaying all characters. You still need fonts on your system that have the proper glyphs, but that isn't something we're going to solve.
Sounds like I have a project for between terms at University.
Nothing extracted yet.
It might seem small, but I've noticed a minor inconsistency in font rendering in Steam Chat between Windows, Linux, and Mobile.
It involves this (hilarious) emoticon:
┳━┳ ◡ ヽ(`Д´)ﾉ ┻━┻
among others. If you can't see it, it's an angry person throwing a table - involving some strange characters.
In Linux, it just simply doesn't render in the chatbox and appears blank. It appears just fine on the Windows and Mobile version.
This can certainly be considered a minor issue/feature request; I just thought it was interesting that there was inconsistency of this sort. I do occasionally use obscure characters in my screen name, so that can be a problem.