Do they have the grey box with the black speech balloon? Clicking on that opens the 'comment here' box.

Not sure but I think Wall posts don't have comments and Newsfeed posts do. Sometimes a picture doesn't have a comment but if I click on it and go to the Photo Gallery there's a place for comments. If there is no place for a comment try clicking on the header or the user or the picture. Thanks for asking. I will be looking for posts without comment boxes and see if I can come up with a better answer.

OK, RobboG had it. I didn't understand what the black square with the little thing sticking out at the bottom meant. Sure enough the ones that don't have a box have that button and clicking on it gives me the box.

Thanks, RobboG!