The +Quote button is kind of handy. Highlight text in one post and click +Quote and it will remember that quote then you can go to a different message - highlight what you want and hit quote again.
In the bottom message box you will see a button below that says insert quotes. Press it and it will ask if you want to past them ... say yes...... Tada Then you can comment on each one separately.
For me when I open a thread it will take me to the last unread message automatically unless there are no new messages on that thread then it take me to the first (as there are no new messages).