Lemmy is a bunch of servers that talk to each other instead of just one server that holds everything. A Lemmy "instance" is one of those communicating servers. You can join any of the ones that talk to each other and see the same content. You can sign up at any of the websites you see in people's usernames here (e.g. mine is lemmy.sdf.org), it's good to sign up for the slightly smaller ones to better balance the server load.