You may be confusing something like FTP - where anonymous users log in with 'anonymous' as the username and some random string (usually, an email address) - with MySQL, where anonymous users log in with 'guest' (usually) as the username and no password. It's a different scenario overall.
Of course, you could follow the advice you got from roboticus if you actually want to have a user named 'anonymous' with a password of 'yes' - but that would create an expectation failure. The point of default usernames and passwords is that most people know what they are in a given situation and thus don't have to ask anyone. No one is going to be able to guess your username and password - which means that "anonymous/yes" is no different from "fizzlegig/Af5&%#g!dRqqq" (i.e., a non-anonymous username/password pair.)
-- Education is not the filling of a pail, but the lighting of a fire. -- W. B. Yeats