Maybe? It would depend on your display manager I think.
If your issue is just setting default applications, there shouldn’t be too much conflict between DEs and youre probably fine.
Honestly if you just want to play around with other DEs, a VM is great for that and is easy to set up!
If you really want lots of DEs on your main system though and keep them reasonably separated, you could create multiple users and name them according to their DE, like ‘kdeuser’ and ‘xfceuser’ and such, so it’s easy to remember. Each created user would get their own home directory (unless you create the user without one) with a clean base configuration once you log into the respective DEs. I’d also add the users to the wheel group which gives them access to sudo.
System services that are started at root level will still run for each user though, even if theyre mainly intended for a specific DE. Gnome for example likes to run things like their online account service as a dbus service and their software updater as a systemd service.
Also since each users configs are separate, unless you play with permissions, groups and symlinks, things like your browser configs also won’t be shared.
I’d personally stick with one or two DEs on any system and just keep the testing and experimenting with others to a VM that can easily be set up, snapshotted, and reverted if things break.
(Way out of scope, but there’s also powerful stuff like chroot which enables you to essentially run another system inside your system.)