I am not sure about the purpose of the stored procedure.
if you replace
COALESCE(NotificationDate + ', ', '')
with
COALESCE(NotificationDate , '')
the stored procedure will work but not sure whether it will suit your purpose.
If this does not suit your purpose, then could you please explain what you are trying to achieve in the select statement.
UPDATE 2 (After the comments)
ALTER PROCEDURE SampleP1
AS
BEGIN
DECLARE @DateList varchar(1000)
SELECT @DateList = COALESCE(@DateList + ', ', '') + CONVERT(varchar(10), NotificationDate,20)
FROM LHGroupMembers
WHERE GroupID IN (SELECT GroupID FROM LHGroups WHERE MatterNumber='676767676767')
AND NotificationDate IS NOT null
ORDER BY EmployeeNumber,GroupID
select @DateList
END
GO