lemmy.ml in particular is quite bad. lemmy.world is a little less bad but still has some annoyances. Most of the other ones are fine.

Of course you can participate in communities anywhere from any server; about the only thing that will impact you is reputational impacts and maybe the occasional instance block or admin fuckery. I have heard rumors of admin fuckery on lemmy.ml (moderation actions and then editing the modlog to make it look like it didn’t happen), but IDK whether that is accurate.