If you’re setting your anchor and the boat comes to a sudden , almost violent stop, you struck “Rock”.
Normally when you “set” an anchor it is digging into soil, sand or mud and there is a slow progressive “hold” put on the boat.
But when your anchor strikes rock, the stop is sudden and almost violent. Your Windlass clutch might slip noisily and the load on your chain and shackles is sudden and high.
This is a very good reason for making sure you back down on your anchor slowly, you can break things like this, things you need to sleep well at night.
But more importantly you may be in a position where you can then wrap you anchor chain around a rock and be stuck longer than you would like or if not that, have holding only in one direction, against the rock and none in the opposite direction.
You may also want to consider an Anchor Trip Line.