Why was Anton Chigurh being arrested at the beginning of the film?

It ties into Chigurh's ultimate flaw as the "ultimate badass", he is arrogant. He only puts himself directly into situations, in which he firmly believes he has control over.

Note that in every scene, he quite literally dominates the pace, tone and direction of the conversation. This is also true in his actions, whom does he terrorize? A young naive sheriff (whose back is turned), an old gas station attendant, two simpletons, and his competitor. But only twice is Chigurh shown to be surprised by the outcome: his near death experiences. This occurs twice in the film, first with the hotel shootout and second with his car crash. It's interesting to observe that we also are granted a glimpse at his process. After his near death experiences, we can see Chigurh attend to himself medically. I believe that this is him reflecting on his mistakes; however, it is his final experience that ultimately breaks him (literally) as character. He soon learns that he could never prepare himself against the random chaos of fate, and that literally, anything could happen.

It's also interesting, when he bandages himself up, it is usually through rudimentary and often primitive methods.