Cross-site request forgery abuses the fact that browsers automatically attach your cookies to requests for a site, even when those requests are triggered from a different site. If an application performs a sensitive action based only on the presence of a valid session cookie, an attacker can craft a page that quietly submits that action, and the victim's browser sends it authenticated.
The classic target is a state-changing request with predictable parameters, such as changing a password or email. If there is no unpredictable anti-CSRF token tying the request to a real user interaction, the attacker just needs the victim to visit a malicious page while logged in, and the action executes as them.