How to stop a WCF serialized Entity Framework class from trying to Lazy Load?

For what it's worth, it's nuts not to have foreign keys in the DB. They should be there, period.

Insofar as your question... it sounds like you want to return a collection of User_Notifications where the User_Info object is not loaded on the initial query, right? By default, a query to a table should not eager load associated objects.

In your service function, just do:

return (from n in DBEntity.User_Notifications
        where n.UserGUID == UserGuid && n.IsDismissed == false
        select n).ToArray();

If you find that you need the User_Info object on the client side, then just change the above to:

return (from n in DBEntity.User_Notifications.Include("User_Info")
....

My recommendation would be to not expose your EF entities directly through WCF, and instead expose DTOs through your service.

This has two advantages, firstly, you're dealing with real POCO's (not lazy loaded proxies), which do not have persistent specific details in them. The second is that you only expose what the consumer actually needs, which means you can change the underlying implementation without forcing clients to recompile, and you don't have to expose your entire data model to them.

In your example, you could have:

// I'm not a fan of the Dto suffix, but it makes this example easier
public class UserNotificationDto 
{
    // the properties you want to expose through WCF 
    public Guid UserGuid { get; set; }
    public string Message { get; set; }
    // ...        
}

// your service method
IEnumerable<UserNotificationDto> GetNotifications(Guid userGuid)
{
    using (var ctx = new Context())
    {
        return ctx.User_Notifications
            .Where(x => !x.IsDismissed && x.UserGuid == userGuid)
            .Select(
                x => new UserNotificationDto { 
                    UserGuid = x.UserGuid, 
                    Message = x.Message 
                }
            ).ToList();
    }
}

You may use automapper to make the conversion between EF entities and your DTOs easier, but this is just a contrived example.