From the moment you start the game, Diablo 4 has crossplay automatically enabled, meaning you can encounter and play with players from any of the game's various platforms (PS4, PS5, Xbox One, Xbox Series X|S, PC).
This feature received a lot of praise from the fanbase, as it was implemented quite well, however, if for whatever reason you'd rather only encounter players from your specific platform, then you have to manually go into the settings and turn off crossplay.
Turning Off Crossplay
Since it affects the type of server you'll be playing in, you can't turn off crossplay inside the game. You'll have to exit or restart the game and reach the character selection screen. From here, you'll hit the 'Game Menu' button, which is going to be the Start button on consoles and ESC for PC.
Then, select Options, and go all the way to the next to last tab on the right, which should be titled 'Social'. The first option will be Cross-Network Play, and there, it's as easy as toggling it off (be sure to save your changes before you exit the menu screen!). After that, jump back into the game, and you'll now only encounter players that are also playing the game on your specific platform.
Benefits Of Turning Off Crossplay
You may be wondering why you'd want to turn off crossplay, and there are multiple potential reasons, but the main one is to lower the number of players around you. Some players are single-player purists and simply want to experience the campaign and story of Diablo 4 as though they were playing a single-player game. Though that's impossible, turning off crossplay is the closest you can get.
This is because this not only puts you in a server with just players from your platform, but players from your platform who have also chosen to turn off crossplay, so the playerpool shrinks quite significantly. Lowering player count is also useful if you're venturing out into the PvP zones, the Fields of Hatred, but simply want to farm for Red Dust (which you can use to roll for legendary gear).
Though this is more subjective, some believe that mouse and keyboard players have a gameplay advantage for certain games, due to their higher number of button inputs and better precision with the mouse.