I wouldn't delete your account (in case Reddit tries to replace the deleted comments as they have been doing). But I would unsubscribe from every subreddit.
Additionally, if you have any very useful comments/posts, repost them to Lemmy and then edit them to leave some information that will redirect users to your posts in Lemmy. That way good information isn't lost and you'll help to slowly drive users towards Lemmy over time.
Either way it's probably worth it to hold onto your account for a while longer to verify that there weren't any issues with your posts/comments being deleted.