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Anhydrous ammonia is a gas with no (zero) charge. It is a very strong base and as such, wants to pick up a hydrogen ion. When it does, it becomes an ammonium ion and has a plus one (+1) charge. Ions cannot exist (under normal conditions) without a counter-ion. Ionic chemical substances must have the same number of positive and negative ions. This ammonium ion will find a negatively charged ion to give a net neutral charge. In your example, this ion is a nitrate ion which has a negative one (-1) charge. One ammonium ion (+1) and one nitrate ion (-1) provides a neutral molecule; ammonium nitrate.
If you use anhydrous ammonia (neutral; zero charge) instead of ammonium nitrate, the ammonia gas will react with water to form ammonium hydroxide. This molecule has an ammonium ion (+1) and a hydroxide ion (-1). Ammonia is basic enough to ionize water. This is how ammonium hydroxide (like you can buy at the grocery or hardware stores) is made. Since ammonium hydroxide is a strong base, it is corrosive to your skin, eyes, lungs, and even some metals (like aluminum).
Ammonium nitrate is neutral and not a strong base and is less corrosive. If you want to fertilize your land, ammonia gas is cheap but hazardous and corrosive. Ammonium nitrate is a solid and much easier to handle.
Check the Safety Data Sheets for ammonium nitrate for the correct safe handling procedures. These are available from your supplier or on the internet.
Thank you for explaining it!