If you need to use the exception inside the catch block, give Exception a name; otherwise, keep it anonymous. There are situations when the catch block needs to do more than simply show exception's message. For example, when you catch application-specific exceptions, you may be able to examine additional elements of the exception object. More @Wikipedia
Hover over any link to get a description of the article. Please note that search keywords are sometimes hidden within the full article and don't appear in the description or title.