You've followed the rule, so you've pretty much figured it out. Unless of course, you're reading this comment, in which case you should follow the rule before heading out
Broadly? Or any specific questions? Lemmy is forum software that's federated meaning different hosted installations of the software can interact. I'm signed up on another instance but we're interacting still.
You joined an instance which is a general community. It has it's own set of rules and typically a few common interests.
You can join communities outside of your instance but you need to follow the rules of both. You may not be able to post NSFW content because of your instance's rules to a community that allows it.
These different views on rules can cause instances to separate from each other in a process called defederation. This has happened with piracy, hate speech, and porn.
New communities will come up under all after someone else in your instance checks it out. Some people browse by all and may choose an instance to create an account in it because of it but the rules are the big thing as far as I'm concerned.
Basically: Lemmy is Reddit if anyone could host their own "reddit.com" and connect them all together into one feed you can access from any Lemmy instance. For example, if you sign up for lemmy.world you can see/upvote posts from lemm.ee or any other Lemmy instances.
By the way, I recommend using an app like Sync or Jerboa instead of the website. Most Lemmy websites are okay but there's still some jank left to work out, especially when clicking links to other Lemmy instances that you aren't signed up for.