Anchoring keeps your characters in the real world and helps make them believable. It adds detail and texture to the characters lives. It gives characters actions when there are pauses in speech:
'I was thinking of changing job.' Arabella neatly folded the beer mat into four, bent down to shove it under the wobbly table leg then resurfaced. 'A little bird told me you were leaving work.'
You don't have to keep repeating that they're in the pub, just scatter a few references here and there to gently remind the reader.
Another form of anchoring comes at the start of a new section. Back at the ranch...Later that afternoon...Over the next six weeks...The cottage the following morning was... My first editor said the information should always be in the first paragraph. I'd agree - as a reader I like to relax into the writing without having to think, where or when are we? Most writers add anchors automatically as they go along, but it's worth checking you're not letting your characters - and readers - drift away.