With the multiplication of instances on the same topic, I'd say thats this is the feature I miss the most on lemmy.
I didn't even know about that feature when I was on Reddit. I've discovered the "Subscribed" RSS feed on Lemmy that, to my surprise, works without authentication. Anything I follow just stars showing up in that feed automatically. My RSS reader already hides duplicate links but it obviously doesn't do any kind of analytical comparison of similar links, but it hasn't been a big deal so far and I've joined several, similarly themed communities on Lemmy.
Yes! You are posting in one...
Subreddits are called "Communities" on Lemmy. You can "Join" a community (as long as your instance is federated with the instance hosting that community), and it will be like "subscribing" to the community.
On the right hand side of your "homepage" you will see the communities you are subscribed to under "Subscribed to communities".
On said homepage you can also choose to filter content on "Subscribed" / "Local" / "All" which translates to "only the communities I joined" / "only the communities hosted on this instance" / "everyyyything".
Hope this helps... Others have likely explained it better than myself.
They actually meant multi-reddits and not subreddits. Super detailed explanation though. Kudos.