Q When Apple first introduced guest accounts in OS X, I remember disabling such guest access in my Users & Groups pane. Having just upgraded to El Capitan, I was surprised to see a Guest account being offered when logging in. Who has enabled that?
A Sometimes, installing OS X or other updates or upgrades, existing settings become changed. In your case, as you are certain that you never enabled guest access, that is the most likely explanation, although it does not appear to have been reported more generally.
Take the opportunity now to check through other panes in System Preferences to ensure that your Mac is set up the way that you want it to be, particularly with respect to security, shared services, etc.