Often the constructor can be slow if its doing some work, particularly loading resources from files like images.
If you have added any controls to the form these need to be constructed too. One of them may be slow.
I would create an absolutely blank form and see how fast it loads, then i would slowly add your child controls back in to find the slow ones and then add the images and message strings (these get loaded from resource files too) to see how slow this makes the form load.
You could get a profiler and apply it to your app. ANTS will set you back about $500.
My copy of visual studio has a crap one.
Or you could look up the free microsoft "CLR profiler" but its more for memory usage than speed.
The other option is to output debug statements during the loading process and just grab DateTime.Now. i.e. in C# (i assume there is a VB equivalent)
Console.Writeline("Point 1 " + DateTime.Now.ToString());
... some code stuff happens here ...
Console.Writeline("Point 2 " + DateTime.Now.ToString());
and view your Output window (CTRL+ALt+O) as the time statements come out.