There's also the annotation features in PDFs which allow me to highlight text and add a comment.
I don't know of any more convenient way to directly attach my thoughts to a specific portion of text. (If there is, I'd genuinely like to know).
And it even works well across multiple devices: I have a folder on my PC that's synced with my phone via syncthing containing mostly PDFs (savend web pages, papers, books, ..) and the annotations I make in those PDFs on my phone are directly available on my PC ... all without using some cloud bullsh*.