Questions for the XMPP users.

Ive been using Signal for a while but always had a thought that i should move away from it. Ive looked into XMPP and had some questions.

Does the provider matter, what one?

Once i join a provider, am i restricted to their groups only, or can i join groups outside it?

Can i private/direct message users without setting up my own private provider?

Im sorry if this is not the place to ask, or if my questions are dumb, im just confused how the whole XMPP thing works since i dont have anyone to test it out. Thank you.