A link in the comment itself may or may not be called for. I recommend only including a link of you have a post on your site that ties in nicely. If you do, you can use it to expand your comment. “By the way, I wrote a post on this topic as well over here. My conclusions were X and they seem to contradict yours; what are your thoughts?” If you aren’t able to work in a relevant post, limit your link to in your profile for the comment, where the website field sits.
The most common way a user can arrive at your website is by typing the URL into the address bar. This is known as direct traffic. Your visitor arrives directly without coming from anywhere else on the web. Other forms of direct traffic include clicking on a bookmark, or links from documents that don’t include tracking variables (such as PDFs or Word documents).
For our client: We were lucky enough to remove most from the prior agency outreach, we also went directly to many webmasters in which we wanted to remove links. We did not use the Disavow tool as it was not around when we completed this link cleanup, but we all know it has been said that if you are going to use the Disavow Tool to use it with caution.