Learning with guidance has proven effective across a wide range of machine learning systems. Guidance may, for example, come from annotated datasets in supervised learning, pseudo-labels in semi-supervised learning, and expert demonstration policies in reinforcement learning. However, guidance signals can be noisy due to domain shifts and limited data availability and may not generalize well. Blindly trusting such signals when they are noisy, incomplete, or misaligned with the target domain can lead to degraded performance. To address these challenges, we propose Adaptive Conformal Guidance (AdaConG), a simple yet effective approach that dynamically modulates the influence of guidance signals based on their associated uncertainty, quantified via split conformal prediction (CP). By adaptively adjusting to guidance uncertainty, AdaConG enables models to reduce reliance on potentially misleading signals and enhance learning performance. We validate AdaConG across diverse tasks, including knowledge distillation, semi-supervised image classification, gridworld navigation, and autonomous driving. Experimental results demonstrate that AdaConG improves performance and robustness under imperfect guidance, e.g., in gridworld navigation, it accelerates convergence and achieves over $6\times$ higher rewards than the best-performing baseline. These results highlight AdaConG as a broadly applicable solution for learning under uncertainty.