Yes, there is on wikipedia here: https://en.wikipedia.org/wiki/Fediverse#/media/File:Fediverse_branches_1.2.png

But the Fediverse is bigger than what you are asking on the lemmy.world and lemmy.ml. The Fediverse is an umbrella for all of the different types of social media that are connected sometimes loosely and sometimes directly. The picture I just linked above shows all those different types. For example, Mastodon is like Twitter, Lemmy is like Reddit and Peertube is like youtube. When I say they're like the other social media, I mean that. They're not the same but loosely similar.

how does lemmy.world go to lemmy.ml

lemmy.world and lemmy.ml are different instances (aka, servers hosted by someone). This means that Ruud, the head admin of lemmy.world has all the servers for lemmy.world and someone else has all of the servers for lemmy.ml. Since they're both federated and a lemmy type (meaning forum), they copy all of the posts from each other onto their own servers. There are different rules for that and that's getting more into the weeds and I'm not sure, but that's the basics.

Again, there are different rules for a Mastodon type or a Peertube type on how they communicate with a Lemmy type. Just keep that in mind. I hope that helps but feel free to ask more questions.

You could read a long explanation, if you'd like, but the email analogy also somewhat works.

In the same way you can email someone with another email address, you can write messages on a community on another instance. They "federate" posts together.

IMO, unless you care about federation, which the average person doesn't, that's all you really need to know.

There is no magic, the servers just send it to each other.

So you send your post to LW, they store it and show it on their website. But they also send it to all the other Fediverse servers they are connected to (aka "federated with"), so those can also show it to their users. The same thing happens when a post is updated or deleted, or when new votes come in. The servers just send each other messages about what changed, so they can all act accordingly.

What server am I in?

You are hosted by reddthat.com. When you signed up for that account, you signed up to be on that server and follow their rules.

And how does that impact my ability to interact with other servers?

Specifically for Lemmy types (not Mastodon, not Peertube, etc.), it impacts what you see on your front page. Reddthat decides what that is. It also impacts if certain other instances can interact with you depending on what your admins and the other admins have decided. For instance, my account is hosted on Lemmy.World but Beehaw defederated (made it so they don't receive any updates of comments or posts) from Lemmy.world when Reddit shit the bed, so they wouldn't have an influx. We and they don't see each other's stuff. Lemmy.world has defederated from explodingheads and a few others because of attacks on lemmy.world users, they weren't playing nice. So we don't see any of their stuff and they don't see ours.

Should I even care about what server I’m in?

Yes, it's kind of like a neighborhood. The good ones keep the trolls out and show what you want on your front page. Some people like bad neighborhoods, so if you like one of those, seek that out. If you seek a bad neighborhood, most people won't be able to see or interact with you though.

Are there things currently hidden from me on Lemmy depending on which server I originally selected?

Yes, as I said before, some instances have defederated from each other, so that will impact what you see. Think of it as some people have made their instance (subreddit) private and you have to meet certain criteria to get in.

Feel free to ask more questions. If I can't answer, someone else probably will.