I only figured out how to comment on another comment, but I want to comment on an answer.
You ... can't comment on another comment. When you comment on another post (question or answer), your comment will appear under the previous comment; they are always shown in chronological order. It might seem like you're commenting on another comment, but you're actually commenting on the post itself.
As @rene notes, you need a certain amount of reputation to comment on all posts. On Meta Stack Exchange, it's 5 reputation; on your other site, Ask Ubuntu, it's 50. Before you reach that level, you can only comment on your own posts, or on answers to your own question.