It is possible to post a comment to a customer. You can do this by selecting the customer at "Starting point > My Customers > Users". You then have the option to add comments.
If you have posted comments to a customer, then with each order that the customer places this comment will be displayed. You can view the comments in the order overview, where an icon of a comment appears next to the customer's name. Also when viewing an order at the tab "Order status" and "Complete order" the customer's comment will be displayed.