the better puzzles should be able to be solved by logic without having to guess, though for a newer solver who's not familiar with the more advanced techniques, it may look like a guess is the only possible next step.
Puzzles that have more than one solution (again, good puzzles should not), will require a guess at some point. But I'd look for more advanced techniques, or post your puzzle & remaining candidates on this forum, before resorting to a guess - it's possible there's something staring you in the face that you're just missing, or that someone can point you in the direction of an advanced technique.
Simple Sudoku and
SadMan Software are both places you can go to learn basic and more advanced techniques - both have great explanations and examples - I suggest you bookmark these pages, start off with the simple ones, then go back to learn more as you gain confidence. (apologies to anyone else who has a great instructional site and I've missed you out - these are the two I use and am not aware of others)