The phrase implies that the outcome or future actions are unpredictable and not obvious. The magician's act was so intriguing; he kept us guessing how he did everything.
Pro Tip 2/3
Suspenseful Tone
Used to describe situations where suspense is created intentionally, often in storytelling. The cliffhanger in the TV show's season finale really kept everybody guessing.
Pro Tip 3/3
Avoid Using Literally
The phrase is not used to mean that someone is literally thinking of guesses, but rather they are uncertain. She said she had a surprise for me and kept me guessing all day.