It is very easy for a user to add comments on a given cell, using data attachments :
However, what are the reporting possibilities for such comments ? Could we use them in dashboard, for instance to be shown as footnote of a dashboard ? Or could these be used as footnotes in pixel-perfect pdf documents generated from a cube view ?
You can create a SQL Data Adapter and assign it to a Dashboard Component to display however you see fit. The data is stored in the DataAttachment table. Here is an example of the SQL query from the DataAttachment table
SELECT TOP (1000) [UniqueID]