There must be a reply option under each comment, So that I click on it, and reply to that comment directly, rather than writing new comments, again and again!. (for example: see facebook)

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    $\begingroup$ In general, feature requests that affect the entire Stack Exchange network are best asked at Meta Stack Exchange, where they will be seen by the people with most experience with the advantages, uses, and limitations of the sites' common Q&A engine. You're welcome to post here, or even to post there and then put a referral here asking for support and comments, but if you want the attention of the development team in charge of implementing these requests, then the mother meta is the place to go. $\endgroup$ Jul 6 '16 at 10:16
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    $\begingroup$ Corresponding post on meta: meta.stackexchange.com/q/280922/271002 $\endgroup$
    – user59991
    Jul 6 '16 at 10:49

Are you asking for replies to a comment to be displayed under that comment, instead of at the end of the full list of comments? If so, I think you may be using comments for something beyond what they're intended for. Comments are meant for requesting clarification and suggesting improvements to the post, and sometimes for linking to related resources. A threaded discussion model is overkill for that.

You can usually reply to a comment by just starting with "@author" (using the name of the comment's author). In the few cases where that's not clear enough, I would use something like

@author (4 comments up): blah blah blah

If even that doesn't work well enough for you, you should probably be using chat instead.

You may find the "Reply" links on comments userscript useful.

For completeness: there may be something to this idea, if it helps to encourage a request-response model of commenting. But it would have to come along with further constraints on commenting, of the sort being discussed on mother meta.

  • $\begingroup$ Yes, That is what I want, It is too hard to comment here, It takes a lot of my time!. $\endgroup$
    – Achmed
    Jul 5 '16 at 17:09
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    $\begingroup$ Well, I think you could learn to use them more efficiently, but honestly you don't have to bother with comments. You can just focus on questions and answers. You should at least read the comments people make on your posts, because some of them will help make your posts better, but you don't really have to posts comments of your own. $\endgroup$
    – David Z
    Jul 5 '16 at 17:12
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    $\begingroup$ @Achmed Note that comments are intended to be transitory, and ideally most of them are deleted in a short time. If you find yourself putting lots of effort into commenting, it may be a sign that you're putting information in the wrong place. $\endgroup$
    – user10851
    Jul 5 '16 at 19:00

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