Should you write Please, send me your comments or Please send me your comments? The version without a comma is correct. If you put a comma after please, it sounds as though you are irritated and impatient: Oh, for heaven’s sake, just send me your comments will you: you’ve kept me waiting long enough!
So remember: no comma after please!
©2015 Baxter Publishing, Hilversum, The Netherlands
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I actually cannot find an authoritative guideline on this. I vaguely recall that ‘please’ is a shorthand for ‘if it pleases you’. If that recollection is indeed correct, the comma after please makes perfect sense. I am also confused by the recommendation of using a comma before please when please ends the sentence.