Steps to re-produce: Create some preferences in gnome or xfce, such as keyboard shortcuts, keyboard language or alt/win-key mappings, custom .bashrc or whatever. (KDE, others not tested) Set up a timed login in /etc/gdm/custom.conf. Now, arguably this is not the correct way to do this. This is also not in any way mission-critical or secure, just for testing, home user, playing around, etc.
Code:
[daemon]
# http://live.gnome.org/GDM/2.22/Configuration
TimedLoginEnable=true
TimedLogin=omgmrsexy
TimedLoginDelay=15
Now reboot or log out and come back early by clicking the button. If you click the button and don't let it wait the full 15 seconds, 50% of the time your preferences will not load. Keyboard shortcuts won't work, pre-defined aliases won't work in Terminal. Auto-repeat characters don't work so holding down a key only outputs one letter. Other apps potentially affected: keyring?
Fix: Log out and let the timer expire, logging you back in. Now 90% of the time your shortcuts and stuff will work.
Addendum: This has nothing to do with auto-logon. The same thing happens if you type your password too fast and log in before 15 seconds or so expire at the GDM screen.
Workaround: Wait 15 seconds before logging in.
I realize GDM is in development. Suggestions on speeding up the preferences loading?