I had exactly the same problem, with my new Macbook continuously attempting to reconnect with my old Macbook which I had at one time connected to through the same wifi network. A similar alert would appear on my screen once every few minutes or so. I followed the above directions as far as "Looking in System Preferences > Users and Groups > Login Items."
Then I clicked the lock icon in the bottom left corner of the window and entered my password to enable changes.
I then clicked on the Guest User icon which appeared directly under my Admin Icon.
In the new window I clicked to disable "Allow guests to connect to shared folders."
I closed the lock and since have not had the issue.