The phrase "I guess ___" is really useful because it shows that you're expressing a thought that you just came up with. When you use "I guess ___", it sounds like you're responding to the things that you've seen and heard, instead of just expressing a thought that you already had. For example, if you're going somewhere with a group of people, and the other people tell you that their cars are small or dirty, you can say:
I guess we should take my car then.
In the example at top, the speaker says "I guess we're both going the same way" because he didn't know that they were going the same way when he said "goodbye". But now he sees that they are walking in the same direction.