While you were out partying, these anime characters studied the blade. Sure, they could be using guns, superpowers, or any number of other fighting methods, but there's just something about handheld steel that they find especially compelling.
Some anime characters who use knives use them in conjunction with other abilities, like the uber-creepy Himiko Toga of My Hero Academia, who uses her weapon to get ahold of her opponent's blood so that she can eat it and transform into them. But others prefer to use the weapon as is, like Maes Hughes of Fullmetal Alchemist who uses his push blades in lieu of alchemy.
Which of these characters would you not want to face in a knife fight?
Most people remember Maes Hughes for his passionate love for his family, but Elycia and Gracia aren't the only things he loves - he also loves a good push knife. It's not that he won't use a gun or any other weapon, but he favors blades in his work for the Amestrian State Military. You gotta stand out somehow when everybody else is using alchemy.
In the world of Tokyo Ghoul, ghoul hunters use weapons called quinques, which are made from the kakuhou of a captured ghoul. This makes them far more powerful than ordinary weapons. Juuzou Suzuya's quinques take the form of various switchblades, which are collectively called the Scorpion 1/56. He keeps them in his shirt, and later in his prosthetic leg. Juuzou is highly skilled with his weapon, but he didn't earn it or make it himself - he straight up stole it.
Izaya Orihara is a villainous person whose goals more or less boil down to watching other people's reactions to his chaotic behavior. However, his weapon of choice is actually a pretty simple one: he uses a flickblade. Not only does he use it in combat, he also once used it to shave somebody's head.
As a member of the League of Villains, Himiko Toga is technically fighting to bring down hero society - but she's a lot more interested in getting her hands on the blood of the people she finds most compelling. She needs the blood so that she can eat it and activate her quirk, Transform, which allows her to change her exterior to resemble the person the blood came from. How does she get the blood? With a knife, of course!