Why am I showing up as a guest in a course when I am logged in?

In Moodle, you can be logged on normally (where you'll see "You are logged in as firstname lastname") and still be told that you are logged in as a guest when attempting an action in the course.

This happens when you enter a course and try to take while the course is set to allow guests but you are not enrolled. You will continue to receive the "guest" error message unless you are enrolled in the course.