It is not usually necessary to call the Initialize method explicitly, rather the layer initialization is typically triggered by adding the layer to the map. If however you are working with an ArcGISLocalFeatureLayer instance without adding it to the map then you will need to call the Initialize method.

After the layer initialization phase completes the ESRI.ArcGIS.Client.Layer.Initialized event will always be raised, regardless of whether the layer initialization completed successfully. To appropriately handle a layer initialization failure you should register an event handler for the ESRI.ArcGIS.Client.Layer.Initialized event and check the ESRI.ArcGIS.Client.Layer.InitializationFailure property to determine the cause of the failure. Alternatively, if you do not intend to implement any functionality in the layer initialized event there is an ESRI.ArcGIS.Client.Layer.InitializationFailed event available for directly handling the failure scenario. Again, when implementing the logic for responding to this case you should check the ESRI.ArcGIS.Client.Layer.InitializationFailure property to determine the cause of the failure.

ArcGISLocalFeatureLayers are not shown at design time.