They are all the same, but the only difference being the rules. lemmy.ml was one of the earliest instances, run by the developers themselves. beehaw.org is a community that promotes positivity, they’ve defederates from sh.itjust.works and lemmy.world. lemmy.world is the largest instance. Some instances are hosted in different countries, which means different laws apply. Some instances are piracy friendly (lemmy.fmhy.ml and lemmy.dbzer0.com).
Then there are instances that are basically isolated. They’ve been defederated by many instances.
lemmygrad.ml - promotes Authoritarian Left politics
exploding-heads.com - many alt-right content gets posted there