The first thing you need to do is actually done just by seeing this page. You needed to find a few core people that are interested in starting the group.
The next thing you should probably need to do is find an advisor. Ours works in the Housing and Residence Life department, and has a degree in social working (among other things). He is in charge of "Peer education and substance abuse prevention". That's his title at least. I'd recommend looking for someone in a similar position at your university (most universities that I know of have something similar), or perhaps talk to your university counselors office. I'm sure you won't have a problem finding someone.
Now come the hard part: finding people to be in the group. To start off, ask your friends, perhaps your resident life staff (if they are undergrad), and basically anyone else you know that is a good listener, a good friend. There are a lot of people out there, like yourselves, that want to do this sort of thing. They usually just don't know that it even exists. After you get your first group established, you might want to publicize. That usually gets a few people that are really interested in helping others. Others will come.
One important thing that our group does is training. You might want to read the section on the homepage about it. I feel it's probably the most important part of being a peer helper. We don't have any requirements about staying in the group for X amount of time, like I know some schools do, but it keeps trained students in the student body that know how to deal with depression, alcohol abuse, et cetera. This might be something you may want to look into with your university counselors or something.
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