It seems like gfycat links work better at least in a web browser. In the Android app Jerboa, seem like information from the gyfcat link gets populated, but you still need to click the link open a web browser.
When looking at a post on lemmy using a web browser that has a gfycat link it shows an expand button to view the video in the post.
Seem imgur links you need to click the link to view.
This is my limited experience with it. Wondering where the place to host gifs that works best with lemmy would be. Ideally being able to view the gif when scrolling through the community. I am not even sure if that is supported at the moment.