@Freda - It's a bad idea to accumulate email addresses for a newsletter from your comment form, because there may be people who would leave a comment on your blog but who would NOT wish to receive your newsletter. It's much better to let THEM opt-in rather than you just opting them in without asking. Otherwise, you come off looking like a spammer yourself.

My basic WordPress installation always asked for email addresses by default. Maybe it's a setting, though, that got turned off on your blog? Check under "discussion" settings on your dashboard and make sure the box next to "Comment author must fill out name and email" is checked.