Each server can have its own rules and can choose to block whichever other servers it wants. But besides that, they're pretty similar. The big draw of Mastodon is that it doesn't really matter that much which server you use. If the admin of your server starts doing stuff you don't like, you can move to another server and direct your followers there. (Compare this to centralized social networks like Twitter and Facebook. If you don't like what their owners do, your only option is to leave and lose access to the network entirely.)