To facilitate freer discussion of controversial topics, and to ease the concerns of students that might be worried about how others perceive a question or comment of theirs, students always have the option to post comments anonymously by clicking the appropriate icon in the toolbar when writing their comment.
"Anonymous" in Perusall means that other students will not see the identity of the student, but as an instructor the student's identity will not be hidden from you. (The "talk bubbles" for anonymous comments are shaded in light red, however, so you can identify which comments were posted anonymously.)
You can also mark an assignment as "fully anonymous." In fully anonymous assignments, students can only post comments anonymously, and even the avatars on the left side of the screen will show anonymous avatars in place of the normal avatars that show student photos or initials. (Note: the "fully anonymous" setting only applies when the student accesses the reading through an assignment link; if they open the document from the Document Library, then they can choose to post anonymously or not, as usual.)