Note this please > Preview Problems and Third Party Cookies
If enabling third party cookies does not work for you then please answer these questions:
(1) How are you connecting to the internet and to WordPress.com?
I'm asking because the way you connect to the internet (mobile, satellite, DSL, dial-up) and to your blog, and how many proxy server jumps etc. it takes to connect can cause problems. There maybe be problems with your ISP and/or with the proxy servers. Also note that the main dashboard isn’t designed to work with touch devices through the tablet and smartphone browsers.
(2) What is your operating system and exactly which browser and version of it are you using. If you don’t know click here to find out > http://whatsmyuseragent.com/
Note: If you are running IE9 in compatibility mode then be aware that it renders as IE7 and IE7 is not supported.
(3) Have you tried?
clearing your browser cache and cookies > http://www.google.com/support/accounts/bin/answer.py?hl=en&answer=32050
using the browser with all extensions or add-ons disabled
updating the browser to the latest stable version (not a buggy BETA browser version) http://browsehappy.com/
using another browser
(4) Are you logging in using the secure https:// log-in? see http://en.support.wordpress.com/https/