We were there in April this year and did a two hour walk through Rose Valley on our own. We did not need a guide and it was absolutely beautiful. There were other walkers we passed and I did not notice any guides with them either. The track was clear and not possible to get lost. We even passed a small cafe that sold cool drinks which was a surprise. We were a couple aged 60 and had no trouble with the terrain in the section we did. Do not miss it, it is stunning.

Urgurp and Goreme are simply two different towns in Cappadocia. I personally slept in Goreme and went to the so called Red Tour (bus tour with guide) and one of the stops are in Urgurp. I think the best places to sleep when you visit Cappadocia are Goreme and Nevsehir because they're close to any activity you're planning to do (air balloons, hiking, bus tours, quad, etc.) If you're planning to visit Turkey, believe me: do not miss Cappadocia!