If you don't recognize a message that was sent to the guest, check if it has to do with the issuing bank rejecting the guest's payment.
In accordance with strong customer authentication regulations, your guest's credit card issuing bank might require them to authenticate their payment. If you turned on the relevant notification in Guesty, you'll see when this happens and know to contact the guest. As explained here, you can inform them of the situation via email/SMS or send them a link. If you chose the first option, the message will show up in the inbox.