Delete line
fxmlLoader.setRoot(this);
Your FXML defines the root as AnchorPane(and you cannot set root twice, so you get an error).
Since the current class is Stage, and is FXMLLoaderloading AnchorPane, you need to put the loaded AnchorPanein Sceneand set the scene on stage. Replace
fxmlLoader.load();
with
AnchorPane root = fxmlLoader.load();
Scene scene = new Scene(root);
this.setScene(scene);