Besides the FAQ pointers listed below, there are some excellent resources to help you:
There are several possibilities of loging in on the actual running client environment to perform necessary checks. Depending on the problem you're having, not all will be available.
If you can already login on the server from your thin client, you can use ltsp-localapps to start a local xterm.
Setting a screen will allow you to log in to different systems using different tools. By default you log on with LDM on console 7, but you also define a shell login option on another console. Edit your lts.conf, reboot, wait till your LDM login screen shows up, and switch to the set console.
To enable an ssh login, chroot into your client environment and set ssh to start up when the client boots. Make sure to start it once when chrooted to create the keys. When you boot your client, you'll be able to login. Remember that for each new client build, your client keys will have changed and if you don't remove the old key from your known_hosts file, you get a "man in the middle" warning when you try to login.
Syslog is your friend, messages will be logged to /var/log/messages on the client by default. You can also setup the client logger to send logs to the server. You'll have to specifically add a SYSLOG_HOST to your lts.conf and configure your server syslogger to accept remote logfiles.
The following lines can be added the configuration of syslog-ng to accept remote logfiles. The client syslogs are logged remotely on the server at /var/log/remote/<host>.
Top like statistics of X11 client's server side resource usage:
Some interesting log files on the client:
Get lots of pulseaudio feedback:
To check if the client's pulseaudio port is listening: