@janLute No, you don't have to if you don't want to! You can follow anyone from anywhere. So I on cybre.space can follow you on witches.town, no problem. Some people like to have multiple accounts and post different things to different accounts but that's just a thing that some people do. A lot of people just have one, and do all their Mastodoning from that account.
If you did decide to make an account on each instance to see what it's like and then delete all but one when you've chosen that'd be fine too!