Teo Lachev points out something pretty new to Power BI:
I’ve noticed that the dashboard conversations are now available. Just open a Power BI dashboard and click the Comments menu. This will open a Comments pane when you can post comments related to the entire dashboard. You can also post comments for a specific tile by clicking the tile ellipsis menu and then choosing “Add a comment”. You know that a tile has comments when you see the “Show tile conversations” button that floats on the tile. Clicking this button brings to the Comments pane to see and participate in the discussion.
Click through for an example of what this looks like.