When I usually receive a Facebook notification in my inbox, I skim only the comment someone has left on my wall, or in response to my comment elsewhere in the Facebook universe.
Facebook provides a link under the comment that allows you to read the comment on Facebook. That's usually where I go to provide a comment. But Facebook also lets you comment by replying to the Facebook notification! (This may or may not be new. I've only noticed now, and so far, it's new to my friends. Maybe we are all haphazard readers.)
Here's an example of a notification e-mail:
Note that this is through Gmail.
As seen under View This Post: "Reply to this email to comment on this status."
Here is my reply to that comment, as an e-mail:
After I clicked send, I was able to confirm my success for the purposes of this blog (Having done this before, without logging into Facebook, and receiving follow-up replies was my previous confirmation.):