No, you can join any guild at any time. Skyrim gives freedom to the player to do whatever they like. This is the same for joining guilds. For a Skyrim beginner, I recommend you join all four guilds to experience the content and learn which is your favorite. However, if you are roleplaying a class or character, joining the guild best suited for your character would make sense. For example, a budding wizard runaway from home searching to master their craft would be best suited to join the College of Winterhold.