Rule #1 with Citrix - Never use Ctrl+Alt+Delete on a citrix app. Citrix has it's own task manager that should be used instead. Let's learn about it!
Getting to the Connection Center
1) Right click the Citrix Workspace icon in your system tray, as seen below (you may need to click the triangle to see the icon)
2) Select Connection Center
Working within the Connection Center
Find what Citrix server number you are on
You may be on multiple, or just 1. The name will always begin with "XENCLOUD" (the above screenshot is old)
Above, you can see above that I am on 3 servers (05, DEV01, 02)
Kill a single application Unsaved data will be lost!
Note - This may not work on a Frozen application
Select the offending application in the list, and click Terminate
Kill your entire session Unsaved data will be lost!
Select the server ("XENAPP") and click "Log Off"
Fix a Frozen session Unsaved data can often be recovered
Select the server ("XENAPP") and click "Disconnect"
Go back to your xenapp page and open any app
If this worked, all your previously open apps should come back