You do not need a guide to go and see the erupting volcano in Iceland. However, it is recommended that you do so. Volcanoes are unpredictable, and the land nearby them can be unstable. Guides work with the Icelandic Search and Rescue Team and pay attention to news reports from scientists regarding gas emission and other things that might affect the area. They know the area pretty well and will show you the best spots so you can safely enjoy this natural phenomenon.