I keep a guitar in my office – along with a keyboard and my trusty bassoon – so My Note Games should work well with Guitar. Mine is a steel string acoustic, but I have tested it with classical guitars and it has worked fine, too.
My only tip would be that you may have to dampen notes after you have played them, sometimes, as the note recognition software can get a bit confused if too many notes are ringing at the same time. It does a pretty good job most of the time.
I am aware that when teaching the guitar, teachers usually do not teach notes in sequential order. This can mean that the range of notes used in Play-A-Day are not as ideal as they could be. Some important notes will not feature (bass notes, in particular) and other, more advanced notes and scales might be introduced at too early a stage. One day I will fix this, but for the time being, I hope people will find the current version adequate.
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Also, I have not tried My Note Games with electric guitar. The electric guitar is really outside the scope of what we support, but we would love to know of your experiences. My guess would be that would work fine if the sound was clean enough.