While you can follow across the Fediverse, no matter the platform, not all kinds of cross platform follows make sense imo. I personally wouldn’t follow Lemmy stuff from my Mastodon because it can get really floody. I also wouldn’t generally follow Mastodon accounts from Pixelfed, or Lemmy from Pixelfed. It’s really great that you can, but sometimes it’s better to just make an account on the specific platform instead.