Lemmy is community-centric like Reddit, rather than user-centric like X/Twitter. If you want to follow specific users then look for a microblog platform like Mastodon. Or try mbin, which combines multiple platforms as another commenter mentioned.
You can only subscribe to communities on Lemmy, no individuals. For individuals, you'd want to use Mastodon (twitter-like) or Mbin (Reddit-like with Twitter-like abilities).
If you're new, I'd recommend installing Instance Assistant, then searching for communities that interest you either organically from your All or Local tabs, or searching across all instances with Lemmyverse.net
Mastodon is part of the same interconnected network as Lemmy and Mbin, called ActivityPub, but the experience they give is pretty wildly different, and how they interact with each other varies.
So Mastodon is it's own app or website, but anyone can start their own mastodon on their own personal server/computer, and it can then interact with anyone else's mastodon as well.
Imagine if you could host a brand new Twitter on your computer, and all your friends can make accounts on your personal twitter, but you and your friends can comment and interact with someone else's twitter too, without having to create a new account! That's mastodon.
Lemmy is like that, but for Reddit instead of Twitter.
Lemmy isn't really designed to interact with Mastodon users, but Mastodon Users can follow Lemmy users or Lemmy communities, and leave comments and likes on Lemmy posts.
Lemmy can interact with Mbin just like it was another Lemmy.
Mbin can interact with Lemmy just as well as Lemmy can interact with Mbin, as they both support a Reddit style of forum interaction. But Mbin also supports making and interacting with Twitter style microblogging content too, so it can interact with Mastodon too, and mastodon can interact back!
Nope, you subscribe to communities like subreddits.
Subscribe to communities that you like, subscribe to similar communities from multiple instances. E.g. there's News in more than one. Then set your feed to Subscribed and sort by How, Active or Scaled (perhaps best). When you want to see what's going on elsewhere, switch your feed to All + Top, or All + Hot / Active. If you want to discover small communities you don't know about - All + Scaled.