A long time ago, I had a mstdn.social account and was trying to view a friend’s content on like mastodon.art. I couldn’t see his content via mstdn.social at all, but I could if I just went to mastodon.art. Mastodon.art was not in the list of servers mstdn.social did not federate with. I assumed this was a glitch.
You can do that, but once you get enough time in Mastodon, you’ll realize that what you’re saying is not that important. As @[email protected] said, you may want to look for a better instance. Don’t worry if you don’t choose the right one, you can migrate your account (everything) any time.