Is it pull request or comment at pull or something else?
2 Answers
Coverage means "code coverage": the amount of code covered by the unit-test cases.
As seen in this issue, each GitHub project can chose to add as a comment to a PR any additional relevant information (like code coverage for instance).
Continuous Integration system, like for example Travis-CI, can process pull requests, and add comments to them depending on the result of the build done by Travis.

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This blog explains what coverage means in GitHub pretty well.
Here is a section from the blog:
Code coverage is a measure of how well you are testing your project. If a project has 99% coverage, that means that 99% of the lines, functions and/or branches of the files included in your tests are covered by tests. A line, function or branch is covered when said line, function or branch is executed in one or more of your tests.
Here's a link if you want to know more about tests.

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