You can choose to allow comments on your pages or posts, but due to excessive comment spam, every single comment must be manually approved by a site administrator before being displayed on the site.

You can set default comment settings for new pages/posts by going to Settings->Discussion from your dashboard.  You can override those settings on individual pages and posts by the form in the “Discussion” box that is visible while editing a page or post. (If you don’t see such a box, click the “Screen Options” tab in the top right corner to enable it.)

Threaded Comments

A very nice feature of comments is the ability to allow threaded comments. That is, you can let readers reply to existing comments.  More importantly, YOU can reply to comments!  By enabling threaded comments from the same Discussion settings page, it can be a lot easier to track ‘conversations’ in your comments.