This is one of the few nigiri sushi that is served cooked. In fact you need to cook eel because consumption because see eel is mildly toxic when uncooked. (And you can avoid being zapped in the mouth) It is almost easiest to make a good anago because it always taste pretty good when cooked and the eel sauce is a tasty thick and rich sauce that will greatly enhance the flavor of the eel. The sauce is usually made out of a combination of soy sauce, sugar, salt, a bit of MSG, bonito extract (sometimes), a bit of sake (sometimes) and other things.
It is not advised that you eat too much eel although it is delicious because it is still quite toxic(makes your taste bud rough and white) if you eat a lot of them, you might get sick from eating too much of it. In terms of its priority in eating, save the anago for the very last since anago sauce has the strongest flavor out of all fishes and seashells.
If you want to try out more eel, try the eel don too. It is a bowl of rice served with strips of egg and a bed of sliced anago.