Part of the logic of a blog is allowing people to comment on your work. Comments are often associated with posts (as opposed to pages- see an explanation of this distinction here) and offer a way to have a discussion about a particular post.
Often times, initial comments are placed in a moderation queue until you approve them. Once you approve a comment from a user, he or she should be able to comment freely thereafter. You can view the comments on your blog as well as those awaiting moderation in the Comments tab on the left side in the back-end of your blog.
If you want to change the permissions for your comments – say allow anyone to comment without moderating- see the Settings tab and look for the Discussion subtab. This is where you can control the comment settings.
Additionally, when writing a post, you can turn off the comments on a post-by-post basis by scrolling down to the Discussion section below the text entry field when creating a post and un-checking the comments field.