Here's why:
* Pronouns replace nouns. "Anything" stands in for a noun, such as "thing," "object," or "item."
* Adjectives describe nouns. They tell us more about the noun.
Example:
* Anything is better than nothing. (Anything is a pronoun replacing "something").
* I don't have anything to wear. (Anything is a pronoun replacing "clothes").
Let me know if you have any other grammar questions!