It looks like a Gibbs oscillation, a basic feature of spectral analysis. In a spectral atmospheric model this means that near high orography artificial surface waves exist which may reflect in different variables. They are usually not considered to affect meteorology, however.
This file is in GRIB-1 format. Each band corresponds to a GRIB message. The band names can be found in an INV file on the same server.
For your example check out the corresponding inv file ftp://nomads.ncdc.noaa.gov/GFS/analysis_only/201501/20150103/gfsanl_3_20150103_0000_000.inv.
Another option is to use wgrib -v with -v option.
The band names and ...
Figured out my error: I was assuming that I needed to alter the filename endings / type in order to save as a genuine .grb or .grib2 file. The files are already in grib2 format despite the ending in .f000 so you should be able to leave them as that.
My other error was not double checking the exact filename and path when dealing with multiple grib files ...
The height coordinate varies and is described for the various variables on the site you link. For example:
Surface or near the surface (.995 sigma level), or entire atmosphere (eatm)
17 Pressure levels (mb): 1000,925,850,700,600,500,400,300,250,200,150,100,70,50,30,20,10
Some variables have less: omega (to 100mb) and ...
The fundamental difference is that you are comparing an ensemble reforecast with a reanalysis product. The assumption here is that the reanalysis provides the best possible information based on all available measurements using state of the art modelling.
The reforecast on the other hand simulates the forecast process based on current models and all ...