In Moodle 2.0 onwards, a new comments block can be added to any page in Moodle, enabling users to easily add comments. A similar interface enables comments to be added to glossary, database activity and blog entries. Comments can be disabled/enabled in Site Administration>Advanced_features.
The comments interface uses AJAX so that comments are added instantly without needing a page refresh.
Blog comments are enabled by default. The feature may be disabled in Site administration > Appearance > Blog.
A list of all comments added may be found in Site administration > Reports > Comments.