OLAP is fundamentally numeric. Through "official" data write-back, you can't write comment values to a cell. That doesn't mean your app can't do it on the side
Inside an app, you could capture the tuple of the cell that gets the comment, convert the tuple into a unique relational key, and store the comment with the tuple. You then do the reverse on query.
Emir pointed out that you could accomplish the same effect completely within the cube: create a "comments" dimension that begins essentially empty. Then use dimension write-back to create the unique key for a tuple and add it as a new dimension member, with the comment text as the "name" of the member.
You could then create an action on the cell that looks up the unique value--perhaps using a User Defined Function (UDF).