We tried to roll out ThinStation to our client base (around 50 users) last week, and ran into an issue where the clients couldn't talk to the initial Citrix server they tried to contact. They could ping all other servers but the initial one.
It seems to be an ARP problem, since when we see the issue we can drop to command prompt, ping the server (no response), clear ARP cache, and ping again with a response.
This is the case on every machine we've tried it on (4 different flavors) in one department (about 10 machines). The process outlined above has worked every time.