A couple of suggestions:
* Adding "Comments" tool tip that is expandable on Power View, similar to PerformancePoint Scorecard (http://blogs.msdn.com/b/performancepoint/archive/2011/06/15/performancepoint-scorecard-annotation-improvements-in-sharepoint-server-2010-sp1.aspx)
* On the right pane where "filters" is located, we can list all the comments as a separate pane. So users can toggle between "filters" pane and "comments" pane.
* Adding "Comments" similar to how it works on Power Point (ppt)?
I think it is important to make sure that the proposed solution is not going to clutter the visualization and to violate the beauty of simplicity of Power View.
Power View is used by Business/Data Analysts and Managers. There should be a way for these high level managers to communicate their feedback / comments on the report that they have just seen on the report itself, without cluttering it. This would make Power View a better and competitive product.