The first weblogs did not have comments. You wrote something in HTML, put a date on it, and saved it to your server. If someone wanted to give you feedback, they emailed you or wrote on their own weblog. It was a long time ago in net years, and the lack of comments forced everyone who wanted to participate in blogs to run their own blog.
As blogging software got more complicated, it started to be possible to host comments on your own site. People were funny, or clever, or nice, or they were spammers. The spammers are the worst, worse even than people who don't agree with you.
If you have to protect against anything in thinking about how you are going to blog, it's that you want to make sure that comments that are spam don't stay on your site very long if at all. This you can do either by eternal vigilance to delete spam as it comes in, good filters to prevent it from being posted, or moderation of comments before they actually get published on the site.
I'm a big fan of pre-moderation of comments. That lets you be selective about what you publish, and it slows down the spammer to the point where they get frustrated and move on.
In the modern world of 2012 comments on the weblog are less important than they ever were. A lot of the feedback you might get is going to come from the various social media sites that you post to, whether it be letting your friends know of a new post on Facebook, or sending a quick headline off to Twitter. That's not something that lives on your blog, but it is commentary, and you should embrace it and treat it with loving care as though it had been shared directly on your site.
Comment moderation
If you decide to allow comments, you also have to decide whether the comments go online right away, or whether you have to approve (or moderate) the comments before hand. It's also possible to turn off comments entirely.
With the spread of other places for commentary online (like Facebook and Twitter) it's not essential that you allow comments directly, since there are plenty of places for people to type.
Blogger's comment setup guidelines are here
http://support.google.com/blogger/bin/answer.py?hl=en&answer=42063
Wordpress on comment moderation:
http://codex.wordpress.org/Comment_Moderation
Typepad has a robust set of comment settings:
http://help.typepad.com/comment_settings.html
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