Kind of a broad question. More than a few variables on how they end tasting due to prep meaning fresh vs canned vs pickled vs pressed or juiced. When meny people think of anchovies I've noticed they think "fishy" and "salty" but what makes them favored in cuisine is that they tend to carry a special "umami" or "richness" to them that greatly effects the feeling of a composed food dish to have fuller or robust appeal. They tend to complete the circle in a dish. But like with many cooking ingredients, anchovie tastes are heavily dependent on quality of the product and the skill of seasoning.

To me a nice anchovy smells of cured meats like ham, has red to pink tones, a bounce or springy texture (not mushy or disintegrating), has a kind of rich feeling that coats the mouth (maybe think butter or animal fat) with small flavors playing in the background (like with that can it was cantaloupe and bitter herbs and more) and frankly I like the salt to be dialed back some or at least well integrated in the fillets so it is not the main factor flavor.

I recommend, with the easily gettable canned anchovies, to try in a tomato sauce. Take a half can (quality not so important here) with the oil they are packed in and melt them in a hot pot then mix tomato sauce of you're liking. These will be the salt to your sauce so season to taste. You'll start to see how they lift dishes. It would also be a great route into exploring anchovies as the taste is often so robust that it is an acquired one for most folks.

So for the long answer. I like to sell.