How to disable Google fonts and other things like that? How do I configure my theme or Drupal itself from fetching data such as Google fonts or anything like that? Also some JS files that get transferred as well.
Ex: if the theme is called "cooltheme"

You need to go to drupal/sites/all/themes/cooltheme

and edit the cooltheme.info file 

you should see something like this inside:

scripts[] = js/main.js  &lt;-- so just delete this so it won't load it. 

Then go to drupal/sites/all/themes/cooltheme/js and delete the .js file from here too. 

For the fetching data from google fonts, they might be inside the .css file of the theme.