Any time I'm typing comments, I want to press enter/return to start a new line. Instead, it selects the blue Add Comment button. Even if I copy from notepad where I've put line returns, when I paste, they are not there. I know characters are limited, but it makes comments look terrible and unorganized, and is frustrating..especially when the returns are very much needed, as in lists or coding.
Multi-line comments aren't available, precisely to discourage the kind of comments you're trying to write. Comments on this site are only temporary. You can use them to ask the author of a post to clarify something, or to explain how they can improve their post. (This includes pointing out a completely wrong answer and explaining why it's wrong.)
If someone has commented on your question and you need to add more information to the question, do this by editing the question. Being in the question itself makes it much easier for others to find the relevant information: it's available to search engines, and it keeps your question in proper order. Comments can be deleted at any time so it's important not to put any important information there.
Nobody wants to have to scroll through a pageful of comments to find the one piece of information that's needed to solve a problem. That problem that forum sites have is part of the reason why Stack Overflow was created in the first place.