I think this decentralization and federation is what web3 is all about, without all the corporations calling everything to do with monkey pixel art that costs a million dollars "web3"
I think one thing that may help with this is letting users stay on their instance when browsing others. Right now, if I want to hop over to another instance, I can definitely link there or comment if using the appropriate channel, but actually going there makes it seem like I am signed out. Implementing features like this https://github.com/LemmyNet/lemmy-ui/issues/1048 would help make the experience feel more cohesive, and encourage exploration of other instances without confusing users and accidentally encouraging sticking to one's own instance.
Yes, if a new user weren't paying attention they would be caught up by that a lot.
formatting links with /c/community@instance rather than full URLS works on some platforms, but only if the content linked has been federated, otherwise it is out of sync. You then have to know the link was good, the community exists, then do the copy paste into your search to force it to sync, then the link will work for you...
That could be smoothed out with better fed request optimisation. it's particularly poor on smaller instances that haven't federated with much more than the few big servers, or self hosted instances that have to built that from scratch.