$n=1$ already tells you that the anticanonical divisor is going to be nicer than the canonical, in that it's effective. There, the divisor given by the three coordinate lines is anticanonical.

Next step, look at the Chow variety of $n$ points in $P^2$, with an anticanonical given by "some point is on some coordinate line".

Then use the fact that the morphism from Hilb to Chow is crepant, to say that we can pull the anticanonical back. So: the divisor given by "some point is on some coordinate line" is again anticanonical up on the Hilbert scheme.