JeremyBlue,
When I first was on the site, I had the exact same problem.
When you click "new comments" it will scroll your page down a ways and you will see "new comments" it will be located just above "my tracked activity"
Let me know if that helps please.
When I log into Chess.com, I often see a notification for "New Comments." It's in that window in the upper right with notifications for vote chess moves or new game challenges. I click on read comments, but I don't see any new comments. I see the same list of my activity that I always see, but the number of comments on my posts and the dates have not changed. Where are the "New Comments"?
Thanks for any help. It's been a mystery.