This is a Markdown thing, which is what Lemmy uses for its comments.

You can see what’s supported in the Lemmy docs for Markdown.

Something I didn’t notice in the docs is a trick that markdown allows:
Adding two spaces at the end of the line lets you make a new line instead of a new paragraph.
Dunno who came up with that, but it generally works wherever Markdown is accepted.

Lemmy uses Markdown for formatting, like bold, italic, strikethrough, code and lots of other stuff.
One quirk is that you need to append two spaces after a line to get a line break or use two newlines for new paragraphs.

You can use a backslash at the end of the line above and get the effect
you’re looking for.

You can use a backslash at the end of the line above and get the effect\
you’re looking for. 

Also helps if you’re trying to quote something with multiple “paragraphs”:

like

this

> like\
\
this