I'm often seeing links to posts on Mastodon and, when I click on them, they open in a Mastodon instance different from mine (I mean from the one where I have my account). This means that I cannot reply, boost, etc, that post.

The very roundaboundaboundabout way to solve this is to go to your instance and search/"explore" for that post.

Is there a smoother way to address this problem?

I found 1001 "beginner's guides for Mastodon" online and after reading 3 without finding any solution, I decided to ask here.

A similar problem existed with communities (and still exists with posts) in different Lemmy instances, but luckily tools like the Lemmy Instance Assistant solve this rather smoothly with a click.

PS: sorry if this sounds like a rant – it isn't. Just asking for info. I'm sure problems like this will eventually be solved in the Fediverse :)