Have you checked out developer.sonos.com? You might find the info you’re looking for there. There are some folks around here that have some 3rd party integrations that might be able to help you though.
Sure, I searched through the developer site, and the only page that mentions this particular HTTP header is https://developer.sonos.com/reference/cloud-queue-api/post-timeplayed/ w/o any clarification though.
Just make one up on every SMAPI call, from a dynamic guid. It has no obvious consequences. I am guessing it is intended for some kind of tracing.
I am speaking from the client side: sounds like you are a SMAPI server, so I would just ignore it. Or log it if you also have a client, so you can tie both things together.
Note that the Sonos developer docs are usable, but woefully out of date.