You can change it in JComments' template /component/com_jcomments/tpl/default/tpl_form.php change line:
<input class="checkbox" id="comments-form-subscribe" type="checkbox" name="subscribe" value="1" tabindex="5" />
to
<input class="checkbox" id="comments-form-subscribe" type="checkbox" name="subscribe" value="1" checked="checked" tabindex="5" />