I recently setup a new Lemmy instance and was surprised when my feed was mostly empty. I've since learned that a key part of Lemmy's federation is based on a user from your instance subscribing to communities on other instances. Only then, will your instance pull in posts from the subscribed community to your "All" feed.
This means that subscribing to new communities is especially important if you're on a young Lemmy instance since it helps to build out everyone's feed on that instance.
I've found discovering new communities to subscribe to on other instances can be difficult. To help me search for new communities I may be interested in, I tried aggregating as much of the Lemmy fediverse together into a single feed by subscribing to the widest range of Lemmy communities possible. This offers a Lemmy feed that's kind of like reddit.com/r/all. If it's interesting to anyone else, you can find the instance here: https://lemmy.directory.
Hopefully this offers another way to find new communities to subscribe to on other instances.
Here's a better description of my understanding on how Lemmy federates communities and why you might be interested in checking out lemmy.directory: https://lemmy.directory/post/34207.
Hope this helps ease the orientation to how Lemmy federation and communities work.