Where is $page['sidebar_second'] rendered? I want to edit the style of the  listing of the recent comments
I think you have to look in how theme works in Drupal. However, as per your question, $page['sidebar_second'] is the variable that stores the region "sidebar_second".
This region doesn't have any specific styles and this goes for all the other regions as well. If a block is created in your system it needs a region to be displayed. So The blocks are always assigned to the desired regions. 

If you want to style the block then you have to find the candidate files via devel &amp; devel_themer module and then in the theme directory have to create the file and style. Also if you are not wiling to do that then write a overriding css for your theme that will override the styles like,

.class-name {
   padding: 15px !important;
}


But I would recommend not to use !important unless its really needed.