It doesn't happen often but there are clients who aren't as savvy or fully understand the premise of an XD preview link. Sometimes this involves having to go into greater detail in regards to making sure the zoom setting is set to 100% when possible, that they can use the navigation buttons to move between artboards etc.
I'm thinking that in these rare cases it might just be worthwhile designing a cover sheet as the first slide to any preview link that provides clients with a bit of a 'how it works' introduction. I.e click this button to open/close the comments window, click this icon to display full screen etc. I'm curious if others have done this and how they went about designing/executing it?