This page > Settings > Discussion
Discussion settings is where you set up defaults for comments.
We can also override the default settings and enable or disable future comments on any individual post or page.
Note 1: 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
Note 2: To disable comments on already-published posts or pages, you can edit each post and uncheck the "Allow comments" setting. See http://en.support.wordpress.com/enable-disable-comments/#enabledisable-comments
Quoting justpi: To disable comments on already published pages, you go to Pages > All Pages, click the little square to select all the pages, select "Edit" from the Bulk Actions pulldown, click Apply, select "Do not allow" from the Comments pulldown, click Update. Same thing for already published posts, in Posts > All Posts.