kellywpa is correct. Unless you use the P2 theme which is a Twitter-like theme, the front pages of our blogs showcase content and comments are collapsed on that page. The way the comments function is coded into the core of WordPress and you cannot change this. By clicking the post title or the comments link the posts on the front page open on their own page where all comments display.
In a new blog one does not have many posts or comments. In an established blog if the comments did not collapse on the front page it would become a mile long in no time flat and page loading time is a page ranking factor. We have only seconds before visitors refuse to wait and click out.
If you are concerned that your visitors will not see the link then you can place a text widget at the top of your sidebar to instruct your visitors re: the same. Alternatively you can create a How to Comment static page.