The Guide was a spiritual being that advised Slayers, taking different shapes to do so. In 2001, it was called on by a ritual performed by Giles. It then appeared to Buffy Summers, first in the form of a mountain lion, in order to guide her into the desert, and then in the form of Sineya, during the vision quest proper.
Behind the Scenes
It is believed by a sector of fans that the Guide also appeared to Buffy in the form of Faith during Buffy's dreams in "Graduation Day, Part Two".