Something anecdotal has to do with anecdotes — little stories. Anecdotal evidence is based on hearsay rather than hard facts.
People like to share stories about things that happened to them, or that they heard about, to make a point. That kind of talk is anecdotal: based on small, personal accounts. Anecdotal stories are helpful when you’re trying to give an example of something, but there's a downside to anecdotal information: since it’s not based on facts, you never know if you can totally trust it. So it's best to go beyond the anecdotal and get more solid information.