Hi @Oleksii Marchenko ,
Per my test, the users need to have my site (One Drive) created can follow SharePoint Sites.
What the account did you use? You could click One Drive in the app laucher to create my site, then check if you can follow sites.
Besides, you could check the sites you followed in SharePoint Start page, just click SharePoint in app laucher:
If an Answer is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.