By default the front page of the blog is the page all Posts are displayed on. It's the posts when displayed on their own pages after your click a post title or comment link that you disable or enable comments on, and not the dynamic page where posts are only showcased.
This page > Settings > Discussion
Discussion settings is where you set up defaults for comments.
http://en.support.wordpress.com/settings/discussion-settings/
We can also override the default settings and enable or disable future comments on any individual post or page.
http://en.support.wordpress.com/enable-disable-comments/
Note: By default, new blogs on WordPress.com will have the Discussion hidden. You can reveal it by clicking on Screen Options http://en.support.wordpress.com/screen-options/ on the top right corner of your Admin page, and checking the box that says Discussion so the module is included. http://en.support.wordpress.com/modules/#list-of-modules
You go to Pages > All Pages, hover over the page title, click Quick Edit, uncheck the option "Allow Comments", click Update. That's all. http://en.forums.wordpress.com/topic/remove-comments-section-and-posting-format?replies=6