Do I have to do anything with the courts if I am out of prison now and the child is with me?

Yes the court order needs to be changed or they may come and try to take the child away. It might be best to wait until you have had the child for six months. Call a lawyer and get more details.

It is always better to have a custody order in place. I would go to the local court house and file for custody. If you receive any state assistance, the state will seek child support on your behalf. This will notify the father. It is best for you to have a custody order in place establishing yourself as the primary parent and limiting visitation unless and until the father establishes a regular relatonship with the child.

Was it a formal guardianship through the court or was it a power of attorney. If the latter, you don't have to do anything. If the former, the guardianship should be terminated.

It sounds as if the guardianship proceeding for the child was a voluntary guardianship by you. If so, in Arizona you should seek an order terminating the guardianship, which would be issued by the same court that entered the guardianship order.