From the reference:
Arbitrary indented text may follow the
explicit markup start and will be
processed as a comment element.
..
_This: is a comment!
..
[and] this!
..
this:: too!
..
|even| this:: !
It is also possible to put the comment on the same line as the double dots:
.. Avoid this type of comment
This is however considered bad practice since it may lead to unintended consequences if the comment matches a proper markup construct, as pointed out by @CecilCurry in the comment below.