When I insert the tags, they appear in Courier New 12 and I want them in 10.
Try to change the definition of the tw4winInternal style in Word.
Besides, I get a space between the tag and my cursor,
In Workbench, go to: Options - Translation Memory Options - General and uncheck "Insert blank after tag".
and if I go back, my font changes to the tag font, so I have to write first and delete the space afterwards (very annoying!)
This is a Word feature. Either add the tags only after writing all the text, or copy the source segment, select the whole text between tags you need to translate and overwrite it. If the text is selected, the font won't change. You can also apply the default font style by selecting the text and pressing CTRL+Space (provided the style is defined correctly).