Matthais (and Anonymous who also posted the vid) is/are broadly correct.
As I understand, simply "Linked Comment" shows up _when you have arrived at a video watch page via a URL that links to a specific comment_.
Thus if one clicks on a link from YouTube regarding a new/comment for approval, the specific comment in question is shown as the linked comment.
Similarly, if one chooses to Share a specific comment against a YouTube vid, then any clickers on that shared link will see the specific comment that you shared shown as the Linked Comment.
The more shrewd readers would be right to infer that when you want to both comment on a vid and share that vid with your (social network) friends, you're best to:
1. Make your comment on the vid and await its publication.
- Some vid publishers may choose to approve comments prior to their publication, in which case if you don't see it appear immediately, good form to wait 24/48hrs for publisher to approve.
2. When you see your comment on the vid appear (pretty much immediately if publisher has enabled), choose to Share _the comment_ (nowadays you do this by copying the link you can get from _when_ the comment was posted. E.g. I posted a comment a couple of weeks ago, where I see "2 weeks ago" against the comment on the vid's watch page, that's the link to copy and share).
3. Publish the shared comment to your social network(s).
4. Joy.
Anyone clicking on your link to the vid will see your comment foursquare right at top, as it should be. :)
Hope that helps.