I learned that when the ANZACS landed they had to jump into deep water and some of them drowned or were shot coming up for air

What is ANZAC Day?

ANZAC Day is the day that Australians and New Zealanders commemorate the participation of Australia and New Zealand in World War I and how most of the soldiers died.

And why do we commemorate ANZAC Day?

we commemorate ANZAC day because lots of soldiers died in the war and to possibly stop future events as bad as this one.