At this moment you need to make some code modification.
1. Open file /components/com_jcomments/jcomments.php
2. Find code:
$comment->avatar = '<img src="http://www.gravatar.com/avatar.php?gravatar_id='. $comment->gravatar .'&default=' . urlencode(JCommentsFactory::getLink('noavatar')) . '" alt="" />';
3. Replace with:
$comment->avatar = '<img src="http://www.gravatar.com/avatar.php?gravatar_id='. $comment->gravatar .'&default=identicon" alt="" />';
or
$comment->avatar = '<img src="http://www.gravatar.com/avatar.php?gravatar_id='. $comment->gravatar .'&default=wavatar" alt="" />';
or
$comment->avatar = '<img src="http://www.gravatar.com/avatar.php?gravatar_id='. $comment->gravatar .'&default=monsterid" alt="" />';
In future versions I'll move this into JComments settings and you'll be able to select Gravatar's default image without code hacks.