No. Every puzzle has one solution, so a wrong number always ends in a contradiction. Use notes to narrow cells down before you commit to a number.
You should not need to guess. Because each puzzle has exactly one solution, a number that is not part of it can never be completed into a valid grid, and sooner or later it collides with another number.
Why guessing is costly
A wrong guess may not be flagged straight away. The game highlights a number only when it repeats in a row, column or box, so a bad number can sit there looking fine while you build more on top of it.
What to do instead
- Turn on notes and write down what each empty cell could be.
- Look for a cell with only one possibility, or a number with only one place left in a row, column or box.
- If you do try a number, use undo to take it back when a conflict appears.
The Sudoku solving techniques guide goes from single numbers to pairs and pointing. See the full rules too.