Generally, it does not matter that much, I'm a feddit.nl user and I can just read your post and comments trough feddit.nl. That's because the servers are federated. You can really interact in the same with users on other instances, just like users on your home instance, as long as the two instances are federated with each other.

At the moment, it is not possible to fully transfer your account to another instance, though. This is on the Lemmy backlog, so that might be added in the future. You can make multiple accounts, but that is of course not so user-friendly.

As far as I know, the only major instance that you won't be able to access from lemmy.world would be beehaw.org. They might federate again with lemmy.world once there are better moderation tools, or when they feel more capable to moderate the high influx of new users.