It will get easier as the network grows, but for now it's a bit of a mess.

lemmy.world that you are on is pretty good at fetching as it is a large, fast server with a lot of traffic, but you still might see someone try to link you do a small niche community, hosted on someones homelab garage server and if you try to get there using a link like https://lemmy.world/c/nichecommunity@pentium3server.butts it might give you a 404 because it hasn't "federated" with you yet. if you paste that full URL into the search bar, or the !nichecommunity@buttsbuttsbutss it will kick the server into pulling the data for that and it will then show up but it's all still a bit jank at the moment.

Thats the major downside at the moment, it is already getting better as more users from other instances joining other groups, forcing the servers to be more in sync.