In the “Settings” > “Discussion” area of WordPress, you have the option to require all comments to be approved before they appear to the public on your site. This can be turned on by checking the An administrator must always approve the comment box in the “Settings” > “Discussion” > “Before a comment appears” area of your WordPress system:

If enabled, comments left on your site will appear for the visitor who made it, but with a note that it awaiting moderation.  No once else will see the comment on the site until it’s been approved by you, (or another administrator of the site).  You can apply special styling and change the text that is shown below comments held for moderation using the options in this area.  For example these settings…:

…result in the following display:

In the “Settings” > “Discussion” area, you have the option of requiring all comments to be approved, before they appear.  This can be turned on by checking the An administrator must always approve the comment box in the “Before a comment appears” area.

If enabled, then when someone posts a comment on your site, the comment will appear to the person who made it, but with a note that it awaiting moderation.  No once else will see the comment on the site, until it’s been approved by you, the administrator.  You can apply special styling to comments that are being held for administrator moderation using the options in this area.  For example these settings:

Would result in the following display:

Apply special styling to comments that are being held for administrator moderation.