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(n.)
1670s, "secret or private stories," from French anecdote (17c.), now
reduced in English to "brief, amusing story."

(SRC: Online Etymology Dictionary)

Any anecdotes on this word?

No anecdotes, but as many of them are humorous, the word is often interpreted as meaning "joke."

Also, in discussing evidence, some offerings are merely anecdotal rather than experimental, which means the opinion is based on isolated, particular cases rather than a larger and controlled population.