I allow anonymous comments because I don't want to censor people and giving them the option of remaining anonymous will allow people the chance to speak their mind and not have to worry about being attacked by someone.
So you can remain anonymous. However, if you are going to follow my blog in the long-haul then please don't rely on just the anonymous option. I can't have 20 something people trying to communicate in a thread under the anonymous feature.
So, if you want to say something and you are worried about being attacked, then use the anonymous feature.
However, if you are just communicating regular-like, then use the other options. The Name/URL feature will allow you to type in a name. You don't have to use your real name, a screenname will do. Or you can sign up with Blooger or OpenID and comment that way.
Also, if you enjoy the blog then you can sign up to follow it at the bottom of the blog.