I like the way Mystique Theme has the comment threads with color bands on the top of each reply.
What I can do is get you started and show you how to research the Mystique blog setup so you can work out how to copy the styles (or approximate them). It will take some work, and you'll need to learn how CSS works. If you're just starting out, you can check out this beginner's tutorial:
http://www.htmldog.com/guides/cssbeginner/
For comparison, here are links to your comments (currently using the Splendio theme) an the Mystique comments from the demo site:
http://jackiegtba2013.wordpress.com/2013/02/25/award-liebster/#comments
http://mystiquedemo.wordpress.com/2009/07/27/layout-test/#comments
Here is a CSS example you can start with. It will change the background color for the top part of comments, increase the padding around them, remove the text shadow, and update the comment author color and comment meta hover color to white:
article.comment footer{
padding: 10px;
background: #5e5e5e;
text-shadow: none;
}
.commentlist .avatar {
margin: 10px;
}
.comment-author cite a {
color: #fff;
}
.comment-meta a:hover {
color: #fff;
}
You can adjust any of the values and experiment with them to find a final solution you like the look of.