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I don't understand.
(lemmy.world)
A community to talk about the Fediverse and all it's related services using ActivityPub (Mastodon, Lemmy, KBin, etc).
If you wanted to get help with moderating your own community then head over to !moderators@lemmy.world!
Learn more at these websites: Join The Fediverse Wiki, Fediverse.info, Wikipedia Page, The Federation Info (Stats), FediDB (Stats), Sub Rehab (Reddit Migration), Search Lemmy
Others are already attempting to explain everything so I will try to just focus on solving your problem.
You are using the app Lift Off and you have linked your lemmy.world account. From the main screen click the icon in the top middle of your screen and select "ALL" under the lemmy.world section to see posts from all communities on instances that are federated with lemmy.world. That's all you need to do to see posts from all the other instances.
But I only want to see what I'm subscribed to.
Is there a "Subscribed" under Lemmy.world?
Yes, but right now all I see is Lemmy World.
Any communities (even on other instances) you subscribed to from your lemmy.world account will show when you select that "subscribed" option.