Please go to this page and confirm that your settings are correct there > Settings > Discussion
Scroll down and locate this section:
An avatar is an image that follows you from weblog to weblog appearing beside your name when you comment on avatar enabled sites. Here you can enable the display of avatars for people who comment on your site.
__Don’t show Avatars
__Show Avatars ...
Note all of the settings there and below as well. Make your choices and then click "save changes". Then clear your browser cache and cookies and then view what's displayed by the Recent Comments widget.