You can see a list of comments you have received that you haven't responded to yet. It is available from the Recent Activity menu:
A comment will appear in this list if you haven't replied to it, or if you haven't made a comment on any of their pictures since the comment was added. So comments will not shown in this list once you have responded to them.
To reply, click the Reply button under the comment to go to the comment under your picture.
To comment on their avatar, click the Add Comment button under their picture on the left of the page.
After you have replied or added a comment, the item will shortly be hidden from this Comments Received list.