Adding to what the other guy said, you can think of Lemmy as a collection of servers. Right now you're on lemmy.ml, but some people are on https://beehaw.org/ for example. Beehaw is also Lemmy, but it's a different server with different users and communities.

Here's what makes the Fediverse cool though. You don't need to go there to interact with them. You can stay on lemmy.ml and access and comment on Beehaw. When you're on the home page it defaults to "Local", but if you click on "All" you can see posts from different servers. Same thing when you click on "Communities" at the top. It lets you browse communities on different servers by clicking "All".

Let's say you wanted to browse the gaming community on Beehaw. You can write "gaming" in the search field and find gaming@beehaw.org, or you can just type it into your search bar as https://lemmy.ml/c/gaming@beehaw.org

Now you can browse, comment, vote, and interact with that community. I posted this comment from https://kbin.social/ , which is NOT Lemmy, but since the Fediverse is connected we can basically interact with each other from different websites.