If an instance admin stickies a post it’ll show up at the top of all your feeds (unless you sort by “top”).

However, I checked lemm.ee and it doesn’t have any stickied posts, but it does have a month old post is stuck at the top of “all”. Comments in the thread are complaining about it. I see lemm.ee is using the newest version of Lemmy (v0.19.10) so maybe it’s a new bug?