Think of it like this: imagine if there were 2 reddit websites and users from each website could post, comment, and vote on each others website through their own website. For example, your instance(website) is Lemmy.world. mine is sh.itjust.works. I'm not commenting on lemmy.world, I'm commenting on your comment on a lemmy.world community(subreddit) using my instance(sh.itjust.works) in the same way that if you have a gmail address and I have yahoo we can still send emails to each other. Instances can block other instances as well, which is called defederating, but by default they all cross communicate with one another to deliver a (mostly) shared experience. So if you made an account on another instance, as long as it's not defederated with the ones hosting the communities you subscribe to, you are effectively changing which servers you are using without changing the content you get.