Choosing which Lemmy site to sign up to is a bit like choosing your email provider - e.g. Just sign up on one site, and you'll be able to join and interact with communities on any other Lemmy site. Note 1: People are sometimes confused by the fact that there are multiple Lemmy websites like lemmy.world and lemmy.ml - don't worry about that.
If you can, it's probably worth leaving Reddit for other platforms - especially open-source/federated ones like Lemmy. I don't earn any money from this site, and if my calculations are correct it'd cost me a couple thousand dollars per month with their new API pricing, so yeah. Heads up! This data is likely out of date or inaccurate now that Reddit has decided to kill the open ecosystem that existed around Reddit.