got a bunch of hate because I picked lemmy.world

That was rude of them. I usually recommend people start with lemmy.world, and then move to something else if they want to, once they get a feel for what they want.

Is there any advice on that?

I'll see if I can find a guide, but it's fairly simple. On desktop, you click on "Create Community" at the top. This will create a community (the equivalent of a subreddit) (for you it will be on lemmy.world). After that, you should pick a good name since you can't change that (it's the thing that goes in the url, like if you did cats: lemmy.ca/c/cats. Everything else you can change up later on. I found it easier to learn by doing.

If you want to make a community on a different instance, you will need to create an account on that instance, make the community the same way, and then add your original account as a moderator. This is more annoying, so I'd recommend just making communities on your home instance for now.