do this trick

whenever guide appear, build a room specifically where he canot escape from (as in go up or down)

then let him die by zombies, lava whatnot.. hell automatically respawn there then you can leave your main door closed forever

Have you built a proper house yet? If yes you can move him there or he will auto move in.

Try don't bring any gold when you explore your world, you won't need it anyways. Try gather weapon or accessories from chest or monster, it would help you a lot. If you still have any problem, you might host a server and play together with friend, it would be much more easy and fun. Or you can host a server and I don't mind to join you to have some fun.

If need any other information, you can always refer to:
http://terraria.wikia.com/wiki/Terraria_Wiki
http://terraria.gamepedia.com/Terraria_Wiki

And I found this video very useful when I was still new to this game and it really help me a lot, I think you might need to take a look:
http://www.youtube.com/watch?v=yLyGqF1vHnY

Last, if you need any help, you might just add me on steam and ask me.
By the way, may I know when the multiplayer server will be up, I only able to solo pumpkin moon event till wave 14, no enough time to finished it, looking for player to play together.

Just saw that you are on my friend list, haha

This game is actually depend on your play style, there's no guide can really teach you what to do. I had solo for 100++ hour in this game, just to find those rare item and build my world.
Yes, I did beat all the boss and also for the current event: Pumpkin Moon is the most difficult event in this game, but you can find a lot of good stuff from this event. (My advise to you, just collect pumpkin as much as possible, since pumpkin will disappear after 10th Nov, but you still able to summoned Pumpkin Moon with the Pumpkin Moon Medallion)

Edit: For multiplayer, you can choose either start with new world or host with current world.