This is called pingback. Whenever you link another post, that post will be notified as a comment.
I personally don’t like this feature. You can disable it in Settings > Discussion > untick “Allow link notifications from other blogs”.
I think this setting will only apply to new posts, so you also need to disable them using Quick Edit. In your post list > tick all posts > bulk action edit > set Pings to “Do not allow”
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