You may have dialog activities set up for your store to allow you to group customers by the items they purchase. But you see that guest users are also getting added to the customer segments.
The most likely cause is that the guest users orders were placed by a Customer Service Rep and had a personalization ID, and thus caused the trigger on the Dialog activity to fire.
Resolving the problem
To resolve the problem you would want to add a target to your dialog activity. This target would come after the trigger and would check to see that the user is a registered user.
a) Customer Checks Out With Promotion Trigger
b) Customer Segment target
c) Add to Segment Action
With this order in the dialog activity, only registered users will be added to the customer segment, even if those entries are placed by Customer Service Representatives.