They're just different instances, hosted by different people. You can make an account anywhere and still have access to everything, so from that perspective it doesn't really matter. You picked one of the major ones, so you're fine :-)

The big difference is deciding who you trust with your account. Who are they? Anybody can host an instance, after all. Will they keep your details secure? Will they be around for many years, or will they close down and you lose your account after a year, two... three? What's their ability to withstand hackers and attacks? How good is their server infrastructure to ensure a bug free, speedy experience? Etc.

I just figured the big ones will hang in there one way or another, I find the people running the .world instance to be very transparent about how it's run, and the issues they face running it.

That said, I wouldn't store any information in my Lemmy account that I don't mind being hacked or leaked, just in case.