1) You do not yet have the privilege to comment everywhere, which is earned at 50 rep.
At the moment I write this, you only have 41 reputation on Super User.
Until you reach that privilege, you can only comment on your own answers or within your own questions - though that normally does not take a very long wait.
2) You don't put newlines in comments - they're single-line only.
If you have anything substantial enough to warrant multiple lines in a comment, you may be misusing comments. They exist primarily to request improvement or clarification in an answer, and they're transient - you should expect they could be deleted after a few days for clean-up purposes.
If you're writing information in comments that should probably be part of your answer, edit that information into your answer.
That said, if you really need to put something multiline in a comment, you could put it on Pastebin instead and link to it.