I am relatively new to the list, but I see that whenever I comment on a post to my question, I cannot use the return key to enter a new line. The moment I press the return key, the system assumes that I am done. How can one get around this?
You can't. StackExchange is very carefully designed (and very well designed, in my opinion) to restrict the content you can produce to the places intended for that content.
As a general rule of thumb, then, if you find yourself asking how to do something, its most likely that you're doing it in the wrong place.
Comments are designed to be short questions or statements just a few lines long, asking or giving clarification on the question. If you need linebreaks, you should be either typing an answer or editing your question.