There is citrix log files automatically created.
Make sure you have the correct version of citrix client and firefox or ie. chrome is not officially supported.
What version of xenapp? I would recommend receiver. There is big problems if people have the old version online plugin and receiver installed at the same time.
log files:
XP - %USERPROFILE%\Local Settings\Application Data\Citrix\Receiver
Vista/Win7 - %USERPROFILE%\AppData\Local\Citrix\Receiver