When starting Certiy SAP learn (from Certify client) and SAP GUI from Citrix, you might experience a lag where Certify SAP learn is unable to find the SAP GUI. This usually happens in a Citrix farm with many servers. The solution is to wait for a few seconds after SAP GUI is started (assuming that all configurations are correctly set) and restart Certify SAP Learn again. Note: The error message when trying to learn the SAP GUI is that the scripting settings may be incorrect (when scripting is already turned on in the SAP GUI).
However, if the problem persists. You might want to check to see if session sharing is enabled in Citrix Xenapp console.