Could it be something bad if I have anemia?

Severe anemia... Can be very harmful to your health. It can cause syncope (or passing out). It can worsen the effects of heart disease or lung diseases. Mild anemia should be managed with supplements to replete iron and vitamin c. Your doctor should also try to fix causes of your anemia and should rule out various cancers.
Possibly. Anemia is a "low blood count". This can be from something lacking in your diet, a "leak", losing more than your making, or something wrong in manufacturing. Causes can be simple acquired problems or genetic or secondary to a malfunction in another part of body. From low iron to cancer! that's why it's always a good idea to know the reason.