For the best experience, you should be running ZD 7.1.2.
If you are already on 7.1.2, you may want to monitor IO and CPU usage when ZD starts. You can also take a look at <user data>/log/zdesktop.log and possibly determine where the delay is occurring. Feel free to post the relevant sections of the log here.
You can find <user data> as described in the FAQ:
Zimbra Desktop 7 FAQ - Zimbra :: Wiki