Sounds like you're not creating a mobile account at login. check the users & groups in system preferences, you should see mobile listed under their name.
If you're referring to a first time login (freshly imaged system), are you using a wireless profile? could be something not setup properly with that, check your certs, ensure use as a login window configuration is selected, and use directory authentication.
We are using radius and found that we needed to push out two configurations, the wifi certificate via Configuration Profile as well as a Network configuration that was populated with a service account to get our shared Cart laptops onto the WiFi and available for any AD user log in.