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Saving Your Feedback
The feedback people leave on your track is the reason most of this exists, and you can keep your own copy of it.
One track at a time
On My Tracks, and on the session page for a track you submitted, there is a Save Comments button on the track's row. It downloads the whole thread as a plain text file: every comment and every reply, in the order they were written, each with who wrote it, when, and the point in the track they were talking about.
It's a plain text file, so it opens anywhere and pastes into whatever you keep your notes in.
Everything at once
Your account page has a download your data option, which gives you a single file of everything the site holds about you rather than one track's thread.
Worth doing before you delete anything
Deleting a track takes the feedback on it with it, and leaving a group takes your tracks and their feedback. Neither can be undone, so save your copy first — see Deleting and Leaving for what each one removes.