Use the settings option to avoid NSFW stuff. This is your only effective option so far. There is a lot of further development needed for settings and mod tools. It will likely happen over time. There are too many NSFW communities to effectively block each one, and that is your only option as a user, on this instance, at the moment. You get the benefit of an "all" feed that contains all of the communities other users on this instance have subscribed to, but unfortunately, your "all" feed contains all of the communities instance users have subscribed to. The only other option is to self host an instance or join one that is not federated with instances hosting porn communities.
If you don't want porn, but still want NSFW to be enabled, you can block entire communities by clicking the big red button in the sidebar on the website or by visiting the community within your Android or iOS application and see if there's a "Block Community" option.
If you block it on the website, it'll be blocked on all other means of access as well.