Single level commenting allows a reader to post a comment to a post. Threaded commenting allows a reader to reply to other reader comments on that post. Blogger supports threaded commenting with two levels -- the original comment, and the replies to that comment.
For example, let's say that Fred reads Julie's baking blog, and comments on a post she wrote about chocolate lava cake, suggesting that it tastes great with raspberries. Sarah, another reader of Julie's blog and also a huge fan of raspberries, wants to reply directly to Fred. With 2-level commenting, Sarah can click "Reply to this comment" directly under Fred's text, and respond to him. Anyone else interested in responding to Fred's comment can do so as well, adding onto the second tier of comments.
Enabling threaded commenting
If you have commenting enabled on your blog, then threaded commenting will work provided you have your blog feed set to "Full," and have chosen the “Embedded" option as opposed to “Full page” or “Popup window.” To change your commenting settings, just go to the Comments section under Settings | Posts and comments. The setting to change your blog feed can be found under Settings | Other.
A threaded commenting system means more discussion and back-and-forth dialogue. If you’d like to be notified of any updates to a discussion, just click “Follow by email” to subscribe to the thread. This way, you’ll be notified via email so you can keep up with the conversation. Keep in mind that this is a different subscription than the “Follow by email” gadget used to follow another blogger’s blog posts.