Is the wavelength comparable to the size of atoms?

It totally depends on what kind of wave you're talking about.

-- a sound wave from a trumpet or clarinet playing a concert-A pitch is about 78 centimeters long ... about 2 and 1/2 feet.  This is bigger than atoms.

-- a radio wave from an AM station broadcasting on 550 KHz, at the bottom of your radio dial, is about 166 feet long ... maybe comparable to the height of a 10-to-15-story building.  This is bigger than atoms.

-- a radio wave heating the leftover meatloaf inside your "microwave" oven is about 4.8 inches long ... maybe comparable to the length of your middle finger.  this is bigger than atoms.

-- a deep rich cherry red light wave ... the longest one your eye can see ... is around 750 nanometers long.  About 34,000 of them all lined up will cover an inch.  These are pretty small, but still bigger than atoms.

-- the shortest wave that would be called an "X-ray" is 0.01 nanometer long.     You'd have to line up 2.5 billion of those babies to cover an inch.  Hold on to these for a second ... there's one more kind of wave to mention.

-- This brings us to "gamma rays" ... our name for the shortest of all electromagnetic waves.  To be a gamma ray, it has to be shorter than 0.01 nanometer.

Talking very very very very roughly, atoms range in size from about 0.025 nanometers to about 0.26 nanometers.

The short end of the X-rays, and on down through the gamma rays, are in this neighborhood.

helium

oxygen

neon

sodium