There’s not a great solution to this and it’s a real problem. The easiest way is an app or browser extension that could recognize lemmy domains and swap in your preferred instance. That gets into problem territory with defederation though.
Another way would be federating identity, people would still get log in messages at least the first time per instance, but they could log in as user@myinstance and get a logged in experience then. This is a huge technical pain in the ass, and still not great for user experience though.
You could also share links in a Url shortened style and use that redirect to let someone select an instance or log in to another service to know where to send links. This also isn’t great.