I love my comments. I can see it's not for everyone, and not all readers leave them, and sometimes they'll only leave one, ever, but I love my regular comments.
Some ways in which comments help:
They occasionally point out typos, mistakes.
I have a female character who was kissed by another female, got confused about her sexuality, developed superpowers, and gender changed. I know what she needs to do to change back, so I was going in that direction. One person left a comment about whether or not kissing a guy would change her back. I knew it wouldn't, but I also realised it was an obvious first step for her, so I added that scene in, and it allowed for some fantastic character development.
I recently posted a scene in which a character may or may not have raped another character (she didn't) and it inspired a fantastic conversation about consent. There's been about 30 comments on it (my previous highest number was 18, so that's cool), and some of the comments are pretty long, and all of them are interesting, and no one is fighting or trolling, so that's awesome, too.
I always post something and Mathtans always reads it and leaves a comment about his impression, and I'm always left scratching my head and wondering how he gets things out of my work that I'm sure I didn't put into it. It's fantastic to have that constant reminder that I can't control my audience's interpretations.
#WebFictionChat on Twitter discussed this on Sunday, too.
Other people said things like "they point out mistakes" and "they let me know if something is funny or cool." This is gold, because it can be so hard to judge your own funniness.