The anchor is the point which is used when you e.g. set coordinates of a footprint on a board.
“Grid origin” is a confusing concept. It moves the grid, but not the coordinate system or the coordinate origin so that one point of the grid hits exactly that spot. It might be called “grid location offset”, because normally the grid origin is in the coordinates 0,0 and setting the grid origin moves the grid with certain amount. Let’s say you have a 1 inch x 1 inch grid. If you set the grid origin to the coordinate point 10.5,10.5 (inches) the grid will be set off by 0.5 inches in x and y directions relative to 0,0. Then the grid points are in 0.5, 1.5, 2.5 etc in x and y directions. The grid origin itself as a coordinate point is mostly useless, in KiCad 5.0 you can use it as a reference point when you use “move exactly”.