Interactive Session is the time in between when a user's profile finishes loading and the mouse and keyboard controls are passed off to the user. The end of the Interactive Session time is stamped in the Event Log as Event ID 1000 (Desktop Ready).
Figure 1 - Interactive Session time displayed in the Summary tab of GPM
Determine the cause for high Interactive Session times:
The first place you should look is in the Event Log. Since we know Interactive Session ends at Event 1000, we know to inspect all events that happen before that event. Your answer may be right in the logs in the form of a bad drive mapping, redirected folder, etc.
With Interactive Session taking place after the user's profile loads you should see the same Interactive numbers across all users of the same delivery group. If the numbers aren't consistent (some acceptable and some not) look at the difference in the user accounts. Group Policy and login scripts take place before the Interactive Session begins, but they also overlap it so they still me be to blame. Drive mappings, redirected folders and such could hold up Interactive Session times.
If Interactive Session times are consistently high across the entire Delivery Group the problem may be something within your image, but could still be an issue with group policies. A good way to reduce GPO processing time on Computer objects would be to bake in as many local policies as you can into your base image. To eliminate the group policy portion, create a new Delivery Group and have it place the machines in an OU that's not subject to the same policies. If your Interactive Session numbers are still high then the next thing to do would be to look at your image.
Citrix Optimizer was released a few years ago and contains templates for optimizing virtual machines to be used as virtual desktops. If you haven't optimized your machine or have optimized it manually you may want to compare your work against Optimizer's suggestions.
Once you've confirmed your image has been optimized the next thing to look at is the applications you've added to the image. Applications that startup at logon and perform tasks should be of interest. Antivirus that may try to update or scan at startup is often found to be an issue. Use something like Autoruns to determine what is starting up at logon. Disable what you can and delay the others by creating scheduled tasks to start those applications after login is complete.