Answer:

I had the pleasure of "hand-talking" to a lemur which had just returned from Madagascar, where it had lived for ten years.

Commentary:

The first relative clause "which had just returned from Madagascar" is identifying which lemur. It specifies which lemur; therfore there is no comma.

The second relative clause "where it had lived for ten years" relates back to Madgascar. However, Madagascar is well-identified (there is only one country that is called Madagascar). Therfore, this relative clause must be saet off with a comma.