This reminded me of my monday evenings. I have a paid group who are stranger to Call of Cthulhu as a roleplaying game.
• On first meeting, I introduce them with the game system.
• On second meeting, I run a one-shot game to give them first experiences and first impression of the game style and mechanics.
• On third meeting (it was yesterday), we checked out the characters and did the final touches for our upcoming campaign.

And next week, we will probably start our first in-game session for the campaign called Masks of Nyarlathotep.

Session zero, knowing the basics about what you will play and giving your character some purpose are critically important things, I believe. Everyone should say what they want and what they don't.