Those are pingback or trackbacks. They are mechanisms by which blogs alert each other about cross-linking or references to other posts.
Pingbacks and trackbacks are common from SPAM or scrapper sites so you do want to take a look and make sure you are not approving comments from disreputable sources but in general, these are normal and can be useful.
The pingback/trackback functionality has been built into WordPress for as long as I can remember. Your site probably sends similar “comments” to other blogs.
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