All the actors trusted him so much that they agreed to do the film only after knowing their respective characters. They were only aware about the basic plot but not the entire story of the film.
Anurag wanted the actors to remain in a state of confusion and keep guessing the plot. He felt they would be able to portray the required nuances if they were in the dark and had only as much information as they needed.
Anurag wanted the actors to be spontaneous and portray their characters as realistically as they could.
In fact, until Ugly was screened, none of the actors knew what was going to happen in the film.