Comments – Manage

I’m positive this has been covered again and again, but I can’t find the answer(s), so I’ll ask your indulgence and ask again.
Please direct me to a simple, yet complete explanation of how I can manage my comments.
I have thought the lack of comments translated into a lack of response. Recently I noticed on my dashboard a section on comments. It listed several, but they hadn’t appeared on my blog. When I checked the comments listed they were all checked “approved.” I guess that is attributable to my checking “no moderation” when I started the blog.
Why hadn’t they appeared on the blog?
I’m actually glad most didn’t appear since they were spam, but if approved, why didn’t they appear.
I went through the list and checked “delete” on the spam ones. They didn’t disappear from the list. Why?
Then I checked later and they had disappeared from the list, and now there were more comments listed, at least some of which had suddenly appeared on my blog. Now I wish to edit some of those comments. When I click on “edit” I am returned to the listing on my Dashboard . . . and round and round we go.
I obviously am doing something (or several things) wrong.
Help needed and appreciated. Thanks.