I know that Mastodon and Calckey are federated. Also, if you join a mainstream Mastodon instance you should have access not just to most Mastodon users, but also Calckey, Pixelfed (Instagram alternative), Friendica (Facebook alternative), Lemmy and Kbin (Reddit alternatives), PeerTube (YouTube and streaming alternative), Owncast (streaming alternative), and more.
Of course, you are basically in the public so you have to watch what info you display to the public. These platforms themselves don’t have invasive tracking, the admins probably don’t collect more information than what’s needed for the platform to run, and if you find out they did, moving to another instance gets you away from that abuse of power while staying in the Fediverse (the whole fancy network). It’s not like Twitter or Facebook where it’s a ‘take it or leave it’ sort of deal.