No, it is not necessary to ping the page if you left a comment on a particular blog or website. When pinging a site, we must have updated content in the pages so the search engine will know that this site has a new story, but it is not a mandatory but only a request to SE.

Wouldn't worry about it too much, especially if it's a blog with PR. Just keep commenting. Google will find them.

i think ping doesnt hurt, if you hav time

No, for blog commenting, let Google find them naturally. But for links with actual content such as an article, RSS feed, etc... ping away.