You don't have to if you don't want to. Subscribe to the one you like best, and help grow that one.
Personally, I find myself only subscribing to and browsing communities on the local instance. The idea of the Fediverse is cool and all, but it's just way too much information for one person to process.
This where I’m at. I’ve given up on any content that isn’t on Lemmy.world
Federation is honestly a lot more trouble than it’s worth and I wish a different system had been implemented. Unfortunately it’s too late to change that.