Learning from demonstration is an invaluable skill for a robot acting in a human populated natural environment, allowing the teaching of new skills without tedious and complex manual programming. Physical human-robot interaction, where the human is in a physical contact with the robot, is a promising approach for teaching especially manipulation skills. This paper studies the human side of physical human-robot interaction, in the context of a human physically guiding a robot through the desired set of motions. The paper addresses the question, which kind of response of the robot is preferable for the human user. In addition, different approaches for the guidance are described and relevant technical challenges are discussed. The main finding of the user study is that there is a need for a trade-off between the conflicting goals of naturalness of motion and positioning accuracy.