Basic question: users commenting on your blog

Really basic question here I dont understand yet.
I visit alot of blog sites wordpress sites lately and they are all heavily commented on by users with custom avatars etc…
Where are these users coming from? These users are not signing up at each one of the websites and editing their profile to have their own avatar are they?

Or is there like a master login you can use at all the sites? Can someone explain how this works? thanks.