In most cases, you will not need to tweak the Citrix Receiver application on the end user device. In the rare instances that your end user happens to be on the other side of the globe using international connections, using satellite or on an oil-rig platform at sea, then you might want to consider these. In other words, if the network latency between the end user and the XenDesktop datacenter is greater than 200 ms, then you have a case for tweaks. Otherwise, leave the defaults.
Configuring Citrix Receiver will take some research. Some tweaks can be done with GPOs while others can be done with registry settings. Citrix doesn't put those into one nice easy place to get to or manage. You may have to search for them, but some of that is done for you at.