An anacoluthon is a rhetorical device when the grammar of a sentence is interrupted to make a point. For example, someone might remark, “I’m not saying that it’s easy – no, it’s incredibly difficult.” Note the abrupt change that takes place in the middle of that remark. Someone might say, “If you think you can – well, you might be wrong.” Again, notice how the normal sentence flow is interrupted.
See Bullinger (p720).