This is because when you log in as someone, a cookie is set. If you don't actively log out, that cookie will still be there and Alfresco will use the cookies information to determine who was last logged in and display the login screen with the username pre-populated.
If you log out of the web client and close your browser when you are finished the cookie is removed and you will enter Alfresco as Guest the next time you connect.
The other option you have is to delete all cookies when you close your browser (most browsers can do this automatically).