Add a personal comment or start a conversation about a dashboard or report with your colleagues. The comment feature is just one of the ways a business user can collaborate with others.
Note: Comments can be added to an entire dashboard, to individual visuals on a dashboard, to a report page, to a paginated report, and to individual visuals on a report page. Add a general comment or add a comment targeted at specific colleagues.
Reference:
https://docs.microsoft.com/en-us/power-bi/consumer/end-user-comment