User Agent: Mozilla/5.0 (X11; Linux i686; rv:15.0) Gecko/15.0 Firefox/15.0a1
Build ID: 20120511030513
Steps to reproduce:
Allowed Nightly to update itself.
The first attempt to invoke the "Check For Updates" behavior via the Help->AboutNightly dialog always fails (times out, fails to connect) on the first attempt and always succeeds (connects) on the second try.
One attempt should be enough, assuming network and server are functioning.
Have you got NoScript installed? I see this too, but only when NoScript is enabled.
It should be fixed by NoScript 2.4.2rc2 from http://noscript.net/getit#devel -- thank you for reporting.