The first thing a Citrix Administrator should develop when creating a server certificate for Citrix ADC to secure traffic is a private key. This is because the private key is a fundamental element that is used to generate the Certificate Signing Request (CSR), which is then sent to a Certificate Authority (CA) to obtain the server certificate. Without a private key, you cannot proceed to create a secure certificate, as it is essential for the encryption and decryption of the secure communications.