During Logon to a XenApp published desktop or XenDesktop you do not see Windows logon progress messages (like EM8.5 messages). Instead a Blue or Black screen is visible during this time.
By default, Citrix disable the Windows logon messages as described in following Citrix KB Article:
This issue may also be seen on older Operating Systems, such as Server 2003 / Windows XP, due to Microsoft Group Policy Settings, "DisableStatusMessages" and "verbosestatus". See the following for more information:
Add or set the following registry key to resolve the issue:
Registry Key: HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Citrix\Logon