It's not possible at the moment. Lemmy devs acknowledged it was a widely requested feature but last I read, they were focused on maintaining the performance of Lemmy during the spike of users during the great Reddit migration.

Not yet, that's (open) issue #1985: Moving user profile to a new instance.

The devs also explicitly mentioned this request in their statement:

we are seeing lots of requests to implement major new features, such as migration between instances, or combining similar communities. As described above, we are completely overloaded with work, and definitely won’t have time to implement these in the near future. If there is a feature you want to see implemented, you will likely need to work on it yourself, or find someone who can.

For now, you can create another account on another instance and use that instead (or both), or just peek how the experience might be.