Hi! To clarify you are talking about anonymous access to meetings, not teams guest users!
To join a meeting anonymously, you can join via the web but in order to use the client, you must first login! You will then not be a anonymous user either! If the user don't use Teams normally, you can invite the user to Teams as a guest! The users will then use the email address he/she was invited with together with its chosen password, to log in the teams client
@Paul_Synamedia tell them to join using web client, if desktop client loads and prompts it's because they've installed it previously and had used an account to login to it most likely. The login is for their Microsoft Account or Work account, nothing you would provide.