Agha means sin. Anagha signifies one who bears no sins, or one who cannot be touched by immorality or sin. In this context, this names acts as an appellation to Viṣṇu (Vishnu), Śiva (Shiva), and also Skanda Kārtikeya (Kartikeya).
[See Śiva Sahasranāma (One Thousand Names of Śiva) and Viṣṇu Sahasranāma (One Thousand Names of Viṣṇu)]