Anime is usually not the first form of media that a story comes out on. For example the Bleach and Naruto anime both have a manga that came out before them. The Melancholoy of Haruhi Suzumiya had a light novel that proceeded it. And Kanon and Higurashi both had computer games that were released before an episode of anime was shown.
As you may or may not know, the anime is often not identical to the original source material. It may cut scenes out, change scenes, rearrange scenes, or even add new scenes completely.
While a lot of these changes don't go over well with the fans, the thing most hated are the addition of so called filler episodes. Filler episodes can be as short as 1 episode, or as long as an entire season of the anime. These episodes were not a part of the original story line, and serve NO PURPOSE in furthering the main story line.
One of the two main reasons that we see filler are to buy time if the anime catches up with the source material, and would otherwise need to wait for the manga/game/novels to get further ahead. After all, you can't really adapt something to an anime if it hasn't been made yet.
The other reason for fillers are to simply milk an anime for more money. If a company makes 3 or 4 episodes of filler in a season, a fan may have to purchase 6 DVDs for that entire season instead of 5. Thus the studio sees an increase in profits.
Fans don't like filler at all. Why? Because the storylines in filler often have one or more of the following aspects:
1. They are pointless. Nothing worthwhile happens.
2. They sometimes add contradictions that conflict with the actual kanon storyline
3. They aren't written by the same person who makes the normal storyline, and thus the filler episodes suck in comparsion to the rest.
4. They often take you on a completely new tangent taking your mind away from the exciting and important parts in the main storyline.