More on BlueSky (see my other response here):
The more I look at it, the more it looks like they're trying to re-invent ActivityPub, a set of protocols that both allow messages to pass between clients and servers - and between servers. The network of all the cross-connected (i.e. 'federated') platforms has been dubbed the 'fediverse': Wikipedia page here. I'd say, pick the platform that fits your needs, make sure your twitter connections know how to find you.
Now, once you've picked a platform, know that some have multiple servers (e.g. Mastodon: list of servers here). Or... if you're a techie and have a spare box running in your basement, you can spin your own server instance up for you and your friends (considering that myself, not sure it's worth the management hassle).