Comments to blog posts can be subject to moderator approval. See Content > Community > Settings > Blog for global configuration options. Within each blog post, those global settings can be overridden within the Comments section of that specific post.
Approve or Decline a New Comment
Go to Content > Community > Blog
Locate the appropriate blog post and click the "Comments" action button
Locate the Pending comment and click the name of the poster to review the comment
In the pop-up screen, click "Approve" or "Decline", as appropriate