Recently cult of the dead cow came out with veilid, a secure decentralised way of sending encrypted information and i think this could be a huge asset to lemmy. Cult of the dead cow even mentions mastadon by name as they say this is the type of application it was designed for. If veilidchat takes off then i really hope the devs will consider it.
Your instance would have connection logs for whatever browsers or mobile apps you used, but other instances talk directly to yours and know nothing about you. So use an instance hosted in a jurisdiction you’re comfortable with or like you said tor or another basic vpn is plenty to anonymize you.