I've got a simple WCF service that lets clients/consumer applications log in by providing a username and password. If both the username and password are correct, the WCF service provides the client with a GUID. The GUID and the username are then stored as a key/value pair within the WCF service. From here onwards, the client sends their GUID with every request as a means of identification.
Since I'm storing the key/value pair in a Dictionary/Hashmap, this approach would only work if the WCF service is stateful. Question is, are they stateful by default or is there something I have to do to make them behave in that manner?
Per-call services are the Windows Communication Foundation default instantiation mode. So, by default, WCF services do not maintain state. As Marc stated, there are potential problems with saving state in WCF services. I strongly suggest heeding his advice.
This article describes various ways to handle instance management in WCF, including how to maintain state like you're asking for.
Chapter 4 of Juval Lowy's excellent Programming WCF Services (link) goes into much greater detail.