Anonymous functions can be defined inline without the need for a name, and they are usually used for implementing things that require a small amount of code. In Go, a function can return an anonymous function or take an anonymous function as one of its arguments. Additionally, anonymous functions can be attached to Go variables.
Note that anonymous functions are also called closures, especially in functional programming terminology.
It is considered a good practice for anonymous functions to have a small implementation and a local focus. If an anonymous function does not have a local focus, then you might need to consider making it a regular function.
When an anonymous function is suitable for a job, then it is extremely convenient and makes your life easier; just do not use too many anonymous functions in your programs without having a good reason. You will see anonymous functions in action in a little while.