I have another stupid question:

I started a blog and I got my first comment today. It looks like she just posted a link to her blog!

I can only see it on my blackberry 'cuz I'm at work, but that is what it looks like. Now I don't have to publish it, but I wondered if that is common practice? Seemed weird/rude to me, but I don't want to delete it if that is something that is commonly done amongst bloggers. Not up on the etiquette, you know?

People do use comments on other blogs to post links to theirs, but if all she did was to post the link that's not right. A lot of spamemrs use the comment boxes on other people's blogs to do that, so that's why comment moderation is a good idea for you. That way you approve comments, and can limit the links and any rudeness.

I don't think it's unheard of to add a link to your blog in your signature, but most people don't do it. If it's someone who has a similar blog to yours, you can actually find some interesting ones to follow through their links.