Use the subscribe button in the sidebar or go to ‘Communities’ (which is what subs are formally called here) and click on it for a list of communities and click the subscribe button for any that take your fancy.

You can follow the sub just like you would on Reddit. The exact placement of things may vary depending on which client/app you use, if on mobile, but there should be an option to subscribe somewhere on the community page or in the menu of one of the posts from here.

You will then find your home or local feed where only what you follow will appear.

You should be able to just by clicking the button in the sidebar.
On mobile, you might have to unhide the sidebar first.
Or go to lemm.ee/communities?listingType=All and search for communities that interest you. There should be a subscribe button next to each one.

Other that that, it depends on the app you use to access lemmy.
In my opinion, just the web interface in a browser is good, on mobile too.

If you find something or someone interesting click on “View user” and see where they post and comment to find more communities of your likings.

Welcome here!

A few pointers for you:

• !newtolemmy@lemmy.ca
• !communitypromo@lemmy.ca

The sidebar also lists a few complementary communities to this one, such as !buyeuropean@feddit.uk or !europe@feddit.org