Enable the Comment module, administer -> site building -> modules
Then give anonymous users the permission to add comments: administer -> user management -> permissions
Checkboxes: access comments, post comments and "post comments without approval" (the last option is my preference as I want users to be able to see their stuff right away)
NOTE: having the "save" button at the very bottom of a long scroll isn't really a User Interface masterpiece
THEN change the settings for each content type's "comment" section:
(http://domain.com/admin/content/node-type/blog) administer -> content types -> blog entry ... Comment Settings
"Anonymous posters must leave their contact information"