You should only add canonical links to pages with the same content. For example, a set of links presented in a different order: sorted by date or alphabetically.
In your case, all pages have different contents (although they represent several pages of the same article or conversation topic). This means that you do not need to canonize them.
However, all that happens is that Google pays more attention to the first page and not to other pages when they appear in search results.
Canonical links do not affect your visitors. They offer only priority and possible duplicate content for bots.
More info from google here.
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