The following steps can only be performed by the page owner, these settings are not visible to page admins.
To turn off the guest user feature please follow the steps below;
1- Go to your Facebook page
2- Click on Settings from the left menu
3- Go to 'Messaging' (second option from the top)
4- Scroll down to 'Add Messenger to your website' and click on 'Get Started'
5- Click on 'Customise your Chat plugin'
6- Turn off the Guest chat option
7- Click 'Publish' at the bottom right corner of the screen and the settings will be live.