This work proposes UE selection approaches to mitigate the straggler effect for federated learning (FL) on cell-free massive multiple-input multiple-output networks. To show how these approaches work, we consider a general FL framework with UE sampling, and aim to minimize the FL training time in this framework. Here, training updates are (S1) broadcast to all the selected UEs from a central server, (S2) computed at the UEs sampled from the selected UE set, and (S3) sent back to the central server. The first approach mitigates the straggler effect in both Steps (S1) and (S3), while the second approach only Step (S3). Two optimization problems are then formulated to jointly optimize UE selection, transmit power and data rate. These mixed-integer mixed-timescale stochastic nonconvex problems capture the complex interactions among the training time, the straggler effect, and UE selection. By employing the online successive convex approximation approach, we develop a novel algorithm to solve the formulated problems with proven convergence to the neighbourhood of their stationary points. Numerical results confirm that our UE selection designs significantly reduce the training time over baseline approaches, especially in the networks that experience serious straggler effects due to the moderately low density of access points.