Which is the correct way to comment in SQL?

Question

I am new to SQL and currently learning from an online tutorial. I am using Mysql and PopSQL
However, the following 3 ways of commenting seem to work. I want to know which one is the correct method to comment
--This is a comment
#This is a comment
/*This is a comment*/

Also, are there specific use cases for each types of comments?

Answer 1

-- Single Line Comments

/* Multi-line Comments */

Answer 2

MySQL additionally uses # for inline comments.

Answer 3

SoloProg So u mean to say # comments are not used in SQL?