It is a good icebreaker. It gives them something they can share with each other. Food also makes meetings fun. People can take turns bringing food and this makes meetings more communal. Now that you have a faculty advisor, food, a meeting spot and posters advertising your group, you're ready to actually hold the meeting.
Some groups begin with a discussion about why they feel having such a group is important.
You may want to conduct group-building exercises or see a movie. Confidentiality will be maintained. It may be hard or impossible to ensure that people don't talk about things brought up in the group, but names or identities should never be revealed. You must be respectful of each other, but you don't have to be politically correct all the time. Respect each other and realize that everyone is learning about the issue.