The built-in Guest user account is deprecated and does not work in Windows 10!
If you try the above mentioned Group Policy trick and you sign in to Guest, you will get this error message:
Clicking Close the program
just closes and re-opens the dialog, you can do nothing else than keep closing this dialog. Notice that in some cases the display flickers fast and the dialog shown above is not shown but the result is the same: you cannot use the Guest user account.
You can exit the Guest account by pressing CTRL+ALT+DEL
and selecting Sign out