When writing a question a sidebar appears with a basic "how to format" help. When writing an answer that sidebar is missing but there's at least a help link (the question mark) as well as formatting buttons. When writing comments, however, there's nothing available which means that in order to find out what syntax is allowed, one has to go to this meta site and search around.
In particular, I've noticed that a lot of new users don't know how to use the "@" syntax properly. Sometimes they don't use it at all, probably thinking it's a purely conventional thing, sometimes they use it too much - not being aware that (1) the post owner always gets a message and (2) including multiple "@" in one comment doesn't work as expected.
So I propose some sort of integrated help which appears when a user attempts to write a comment. A sidebar would be great, showing the "@" syntax and all basic formatting in a glance, but even a small help button would be nice.