Edit: Connect was my favorite until i realized its absolutely riddled with trackers. RIP. Currently trying Wefwef but ill probably come back to Jerboa.
Which Reddit client are you coming from? Which Lemmy app are you enjoying the most right now? I'm an Android user coming from RIF. So far I have the most experience with Wefwef and Jerboa, and Wefwef is winning by leaps and bounds. I haven't tried too much of the rest, but I'm curious of your opinion on them if you've tried them all!
Ah, so some websites and apps will employ methods of data collection to learn things about you and then either use that information to feed you ads or sell it to other companies (or both). A lot of us prefer to keep what we can private and not be tracked so thoroughly.
Companies will build profiles on you that learn your likes, dislikes, political leanings, relationship status, gender, race, health issues, etc etc.
Even if some people are fine with being tracked another issue is that many companies have poor security and your data can be stolen in breaches by bad actors or sold to bad actors.