Chances are better than even that you picked up the junk after you started to drag, but your experience is another advertisement for backing down on your anchor to check its holding power.
How hard and when to back down is the subject of a pretty long article, and is a function of the expected winds, current wind, propeller type, and boat type. You can get a feel for the necessary rpm by motoring your boat backwards into a strong wind--see what it takes to hold station in 30 knots, for instance--on my boat it is surprisingly little--like 1000 rpm. As the anchor load is proportional to the square of the windspeed, if I back down at 1000 rpm in light winds, its the load equivalent of 30 knots. If its already blowing 20 knots, backing down at 1000 rpm is the load equivalent of 35 knots, while if its blowing 30, its about a 40 knot load. We typically back down at 1200 rpm, or 1500 if we know it is going to blow over 20 knots.
A common mistake is to back down while trying to set the anchor--just because it skips across the bottom when you are moving 3 or 4 knots astern does't mean that the holding is not good, and you are more likely to pick up debris. Let the boat drift back and stop, then wait a few minutes and try idle reverse, then gradually increase rpm. Keep a careful eye on the ranges available to you to make sure that you stop moving backwards. We also have one person on the bow with their foot on the anchor chain--you can feel the anchor bounce over rocky bottoms, and guage the tension in the chain.