Hacking:
If you keep important files on an computer that isn't secure, you can lose those files. If those files are literally a pile of money, then people will try to get them. If you keep them on a secure computer, then (for the most part) you have nothing to worry about.

Anonymity:
It's not perfectly anonymous. Anyone can see your BTC address, and they can see what BTC addresses you send money to, but they don't necessarily know your name unless you make that public.