One of the most important requirements for spiritual progress is single minded devotion to God, i.e. Ananyata. 'Ananya' means 'no other', exclusive, or undivided devotion.
'Ananya Prem' means to love just one - God and nobody else. If an individual's mind is attached to anyone or anything other than God, then he will not be called as an 'Ananya' follower. Loving God alone is what ananyata means.
We are attached to this world because we have forgotten our real identity. We are eternal souls and souls are servants of God. Just like a machine in a car's engine. If a single wire is not in its place or the battery fails, the car stops working. Similarly, if our mind gets attached to this material world even for a second then we will not achieve our goal.
Let us use another example. Our mind is like a dirty cloth that has accumulated filth since innumerable lifetimes. Our aim is to wash it and make it completely dirt free. If we wash it with fresh, dirt free water, it will become clean. But, if we wash it with dirty water, the cloth will become dirtier. What do we mean by 'clean' or 'dirty' water? All mayic objects are considered dirty in the divine realm. Only elements related to God are considered clean. Primarily, God and Guru are the purest and divine personalities.
We have only one mind and that should be focused on the divine, and subjects related to the divine only. There should be no place for anything or anyone else related to the mayic modes of sattva, rajas, or tamas. If we detach ourselves from all of these three, then our devotion will be exclusive and will be considered as 'single minded devotion' or 'Ananya'. Hence, God asks us to be 'Ananya'. To love God and God alone is what 'Ananya' means.