[Wordpress Hosted Version]
Sometimes in your theme or in another blog’s theme you will see a little square for the profile picture (usually a “mystery man” icon: greyed out head). This can be changed or updated by using your Gravatar account: http://www.gravatar.com
If you have a WordPress.com account then you already have a Gravatar account…just login to your WordPress.com account to setup your Gravatar. If you don’t have an account then register. Just make sure you register with the email address you have your blog admin login setup with so that when you’re logged in your comments show up with the proper Gravatar avatar.
Note: If you’re looking to control how the profile icons of other commenters without Gravatars on your blog show up, then goto Site Admin–>Settings–>Discussion and scroll to the bottom.