Basically bluesky works with pds’s, that host account data, (i actually host my own), appviews, which manage the post sorting/algorithm and ui, and relays, that sit between the two and make it easier (theyre not strictly necessary, but make At-proto services much faster and more reliable).

Relays are expensive, and so bluesky’s relay is the only real one currently, not because theyre shutting other people out, because a relay is expensive. So currently you kind of have to use bluesky’s servers to use the AT protocol, but thatll change whenever someone has the resources to setup a good relay.