You want to sort by "Active" or "Hot" to see newer posts. Or something like "Top of the Day/Week". If you want, you can change what your feed defaults to in your settings at the top. (This also applies to Lemmy apps.) You can also change the default filter type on your feed to "Subscribed" if you want it to be like Reddit, where by default it just shows you communities you're subscribed to across all instances.

As for navigation, yeah it's a hot mess rn. I feel like when someone posts a link that goes to a different Lemmy instance than the one you're currently using, there needs to be a button or something attached to it to open that link inside your current instance, instead of taking you away to one you aren't logged into. But I'm willing to bet that apps like Jerboa or Liftoff will solve this soon if Lemmy doesn't do it first.