Unlike reddit, you can bring most of your account with you to a new instance (a different server. basically imagine each instance is its own mini-reddit, and all the mini-reddits can talk to each other).

If you go to your Account Settings page, you can export your account JSON file, which you can then import into a new instance so you can bring your subscriptions, blocks, and favorited comments/posts.

To help choose a new instance, check out this comment.