We talk a lot about how, and when, to anchor properly, how and why to check your anchor is stored properly before leaving the dock, and what to do if things go wrong while anchoring. Hopefully students are getting this talk several times while taking lessons, if not every lesson. Anchoring can make your life easier, give you time to catch your breath, and save you from ending up on the rocks.
However, one thing we don't talk about often enough, imo, is why you maybe shouldn't be anchoring. I will preface this as pertaining to junior skippers and above. Students and novices should be anchoring early and often, for many reasons. They take longer to deal with situations, and exhaust themselves more quickly in the process, because it's all new. Newer sailors also tend to have poor positional awareness (where they are in relation to the lee shore, and how fast they're getting blown there). I will also clarify that I still anchor (albeit rarely). I check the anchor in case I need it, and re-run it if it doesn't look right. I throw the anchor if there are problems and I'm getting close to shore.
But once you are a (decent) junior, your goal should be to anchor less and less. I go so far as to say for me anchoring is a last resort. I'll start with the why:
1) It's exhausting. I know if I anchor in high winds, by the time I get the anchor back up and put away, I'm probably done sailing for the day.
2) It takes a long time. Even if I'm not done sailing, it's a long and arduous process that takes away from sailing. If the goal is to get back to sailing quickly, anchoring is a bad way to get there.