There are two kinds of players. A permanent account, and when you log off or leave a server, your player still exists (unlike a Guest as mentioned below), unless banned or removed from ROBLOX forever. There are over 86,000,000 accounts on ROBLOX and there could be possibly more. These accounts can be created through the login page and accessed by signing in on the log in area. These accounts may interact with the community depending on the chat settings set by an adult and safety measures in effect on the account. These accounts can also be banned by the ROBLOX Moderators and Administration Staff as an act of punishment for breaking rules on the player's account.
Guests, on the other hand, are players who do not have an account, an individual name, and are present only for being inside the server. Once outside of the server, the Guest does not exist and cannot interact with the community. This is the only option to playing on servers while not logged in when accessing and during the extent of the playtime. Guests cannot communicate with other players without the use of certain scripts or exploits.