It's different because feature-wise all Mastodon instances are quite similar (some might have bigger character limit etc.)

Generally it's best to choose a niche instance so you inherit a community of people with common interests instantly which makes onboarding much easier. For example, I'm on fosstodon.org for free software and photog.social for photography.

photog.social is an example of where it being independent is both good and bad. Good, because independent. Bad, because it's just someone else's expensive computer.

https://photog.social/@ambassador/109080532230127913

When you settle on an instance, make sure to contribute to its upkeep if you can.