Visual data analysis can be envisioned as a collaboration of the user and the computational system with the aim of completing a given task. Pursuing an effective system‐user integration, in which the system actively helps the user to reach his/her analysis goal has been focus of visualization research for quite some time. However, this problem is still largely unsolved. As a result, users might be overwhelmed by powerful but complex visual analysis systems which also limits their ability to produce insightful results. In this context, guidance is a promising step towards enabling an effective mixed‐initiative collaboration to promote the visual analysis. However, the way how guidance should be put into practice is still to be unravelled. Thus, we conducted a comprehensive literature research and provide an overview of how guidance is tackled by different approaches in visual analysis systems. We distinguish between guidance that is provided by the system to support the user, and guidance that is provided by the user to support the system. By identifying open problems, we highlight promising research directions and point to missing factors that are needed to enable the envisioned human‐computer collaboration, and thus, promote a more effective visual data analysis.