Technically yes, but generally the instance rules are pretty similar. If you want to be extra cautious it's worth checking however. For example lemmy.world is stricter about discussing piracy methods than most other instances are.

Edit: to elaborate, there are some instances with wildly different rules, and as a lemmy.zip user you may encounter some at the more extreme ends. My instance automatically blocks some of the more extreme ones so I never see their communities or users. Yours has a more open policy iirc.

You can view the list of federated and blocked instances of yours on this page.

Be warned however, anyone can make a Lemmy instance and you probably don't want to explore the ones yours decided necessary to block. Look at the list but don't open the domains.

This page is a better representation