You can only login to the instance where you create your account. You can however suscribe to communities on other instances.

You don't log into the other instances to access their communities. Instead, you log into your local instance and use the search function to search for the target community. Just enter the community name like that: !nameofcommunity@nameofinstance.

Alternatively you can click on Communities at the top (or the equivalent in your app), select "all" and browse all the communities anyone on your instance has ever searched for using the first method.

Federated means separated. There isn't one main big Lemmy like one main big reddit. It's a bunch of little Lemmys, like a bunch of little islands. Each little island is a server. You sign up for each server like it's its own individual forum/site. So like, you don't sign up for an entire platform (all of Lemmy), you sign up for one forum/sublemmy.

It works this way on purpose. It is a good thing. Reddit was on GIANT monstrosity, and yes that is convenient. But it was also convenient for one giant corporation to censor, cheat people, and do whatever they want. Is Lemmy slightly less convenient? Yes. It's a few extra clicks. You have to sign up for different servers. But for those few extra clicks, you gain huge freedom and no one corporation controls the whole thing. Entirely worth it, in my mind, to spend another minute or two. These communities are far too valuable to humanity for me to be stingy about convenience. With convenience, comes loss of freedom and personal power. If we don't do the work, a corporation will do all the work for us and then they'll also take whatever they want from us because of that convenience. They unfortunately sometimes prey on people who want the easiest way possible to do things.