This book is an amazing read and will explain it, if you're interested: https://www.bookdepository.com/Wonderful-Life-Stephen-Jay-Go...
The Burgess Shale contains fossils from some of the earliest complex multi cellular life. Prior to this, for billions of years life was single cell or collections of single cell organisms. This is the time when complex life first appeared on earth, and the animals that evolved then were startlingly weird. And yes, most of them were very small.
What seems to have happened, is that "one day" (in geological terms) there was nothing but single cell organisms, and essentially "next day" (again, in geological time frames) there was an absolute explosion of complex life/animals.
Most interesting about life at this time is not just the diversity of life, but the diversity of fundamental types of animals. For some reason at this time evolution was free to come up with entirely new types of "animal designs", not just modifications of previously existing body types.
Today, all animals on earth are classified into a very small number of basic types of animal - (perhaps only 5?). but many of the fossils found in the Burgess Shale are so strange that it's not clear that they belong to any known family of animals. This implies that back then there might have been many, many fundamental types of animal, today we are left with only a handful of basics types.
There's even the suggestion that there are creatures that can't really be classified into plant or animal - it's not clear what they are at all.
Forgive me if I get the above wrong - I'm no expert, just an enthusiast. Maybe others can provide more information about the basic types of animal and how this relates to the Burgess Shale.
The Burgess Shale is a window into the absolutely most interesting time of earths history.
An animal the size of a dog might have been the largest animal on earth.