Probably the most important tool that you have is observation and note-taking. If possible, observe the problem first-hand for yourself. Then, ask the user for any observations, such as, "what exactly were you doing or trying to do when you noticed this?" "Has this happened before?" "Does this happen often?" "Is it 'a whole lot' slower, or just 'a little?' "
Usually, what happens is that "something stands out." And that is basically what you must be looking for. There is no "bright line rule" for how to handle a complaint of "slowness."