Lemmy isn’t distributed like that. Each instance does its own user and community management with local storage and processing. The community content - posts and comments - gets distributed to any other instance that asks for it, and that instance then presents it to its users. The result is that the content is replicated & distributed across many instances, and the load of presenting that content to users is shared.
So, running your own instance, where you’re the only user, will cause that instance to fetch whatever communities you’ve subscribed to via API. That probably reduces, slightly, the load on those servers, but it’s not going to be a huge effect.
Running your own instance and getting a dozen or a hundred friends to use it instead of lemmy.world or feddit.de, on the other hand…