Broken Links in Comment Section?

I'm trying to fix my broken links on my pages. One of the people commented on my article and left a broken link. Should I fix this so that it doesn't affect my site in a bad way?

They are probably nofollow and does not affect the website. But remove the URL if it is broken. You can do so from inside Wordpress. I delete URLs from genuine comments when they look too spammy or broken.