I was authoring some markdown the other day, and I wanted to make a note to myself about something I needed to return to later, when I came back to the document. I thought to myself that this seems like a comment, something I don't want to see in the rendered markdown, just in the "source".
I think for the most part that this hack is likely renderer-specific (having no real standard around what rendering really does beyond visable HTML); but after some research and some trial and error; you can hack a comment into your markdown by using an un-referenced reference link. Reference links have the format: [link text][link-label] that references a link label definition like [link-label]: http://example.com. You may omit the link text and simply use the label: [link text][link-label] to reference a link, which would look like this: link-label. Labels may have spaces in them, so you can really have label that is the link text: [link text] and the link label definition: [link text]: http://www.example.com which would look like link text.
Those link label defintions can appear anywhere in your markdown (as long as there's a blank line above it). And, if you don't include the link references anywhere (e.g. [link-label]) then the what is in the link label definition is completely ignored (i.e. does not show up in the rendered HTML). So, to add a comment to your markdown simply add an unused link label definition:
[*]: # "TODO: Deal with this later"