When working with XNA on XBox 360 or Windows Phone 7 you have to register each font used in a sprite font file. You can just define there a big range that would ensure that the Unicode characters you use will be within, but that would increase the file size. The best option would be to only use the character ranges you need.

Here I would like to present a free open source Silverlight tool that you can use to determine the exact regions you need to include:

http://www.bodurov.com/UnicodeRegions/

Just drag and drop your text file onto the screen. Your file will not be sent to a server, the code is completely client side. On the left side you will see characters regions XML that can be copied and pasted into your XNA font sprite. The right side pane shows visually what characters are included in each range sequence.