When the feature existed, if a player joined a game while not logged into an account, they would labeled as a "Guest." The guest's avatar would be a placeholder for players interested in a game and want to play it before creating an account. The placeholders were BillyBloxxer, BettyBloxxer and DefaultGuest. When guests played games that save data (like money), they lost all their data after exiting.
Roblox stores a cookie on the user's computer that keeps their ID. Cookie editors are able to change a guest's ID number by changing the UserID in "GuestData."
From 2008 to 2014, guests were able to speak by using the Super Safe Chat words. With the removal of Super Safe Chat in 2014, though, they became completely unable to speak or see messages sent by others, which meant guests would have to create an account to chat in any way. Some time in 2016, guests were given the ability to see any messages sent by others.
When guests were first introduced in 2008, they appeared in the stereotypical "noob" colors of yellow head and arms, blue torso and green-yellow legs.
Later, Guests would be given the same appearance as the "Roblox" account, including hats, allowing Guests to technically "try" hats.
After that, gender options were added, allowing Guests to appear as a "BillyBloxxer" or a "BettyBloxxer." They had very similar appearances to the user ROBLOX, but had different hats depending on the gender chosen. BillyBloxxer wore the Red Roblox Cap, while BettyBloxxer wore the Pinktastic Hair. The DefaultGuest user originally didn't have an accessory; merely black limbs and a grey torso.
On July 12, 2016, the appearances of the guests were modified for the first time in a while. The male guest (BillyBloxxer) now wore a Roblox jacket, black jeans, and the True Blue Hair. The female guest was similar to the male guest except with the Lavender Updo Hair, which looks similar to the Chestnut Bun, except it is a different color. The other guest type (DefaultGuest) was still similar to the others, except it wore the Roblox 'R' Baseball Cap. On September 13, 2016, guests began to wear the Robloxian 2.0 package and the Roblox 'R' Baseball Cap. Sixteen days later, the R15 body was applied to guests. If the game was set to R6 Only, then R6 would have been applied. After Roblox introduced a new logo, the guest's shirt changed to the new Roblox Logo Jacket on January 16, 2017 (six days after the logo began usage).
If playing on mobile, users would be loaded as a gender-neutral guest (DefaultGuest). All guests that joined a game in mobile Roblox versions would wear a Roblox jacket and jeans, the 2.0 body, and the Roblox 'R' Baseball Cap due to not being able to choose if they wanted to be a male or female guest in the mobile versions.
Guests were criticized a lot, especially due to most of them being new players; they often were called "noobs." Many people argued over guests being "noobs" or not.
While guests were still available in the PC version of ROBLOX, many people were angry that some guests were able to exploit without having the real account getting compromised.
There have been various petitions on Roblox to remove Guests, but Shedletsky once stated that guests were not going to be removed. Contrary to this statement, Nightgaladeld confirmed that Guests would start being removed on the developer forum on October 3, 2017. After they were removed, it made some haters happy, but caused a lot of criticism from most users, including haters.
On October 3, 2017, Guests began to be removed from Roblox.  Nightgaladeld stated that the reason was to increase the number of users in Roblox. Despite the removal, guest toys are still being sold in stores. Now, unregistered users can still access the website, but cannot play games, change an avatar, leave comments, create things, or make forum posts. Some players liked this idea, However, most players were angry at Roblox and started protesting in places like the Roblox forum to bring them back.
There have been numerous sightings of guests in games even after the removal, mostly from people using third-party tools to join games as guests or using mobile as stated above.
On November 4th, 2017, ROBLOX re-added guests by mistake, this change lasted for a day before being reverted.
As of the removal, Guests are only able to play games officially via the ROBLOX mobile device app.
As mentioned above, Guests are only available on mobile devices. But there's a glitch in the Roblox web client where you can login as a Guest on PC. A tutorial for the PC glitch can be found here: https://www.youtube.com/watch?v=L4T7cMp_Db8