lemmy.ml in particular is quite bad. lemmy.world is a little less bad but still has some annoyances. Most of the other ones are fine.
Of course you can participate in communities anywhere from any server; about the only thing that will impact you is reputational impacts and maybe the occasional instance block or admin fuckery. I have heard rumors of admin fuckery on lemmy.ml (moderation actions and then editing the modlog to make it look like it didn't happen), but IDK whether that is accurate.
Some instances block one or both of Lemmy.ml or Lemmy.world because their users are known for being, in the aggregate, a pain in the ass.