I've been in a lot of different types of support groups. And I successfully started an Internet support group a long time ago, so I have some experience with this.
First you want to see what kind of interest there is at your church, if any. Does your church have a newsletter, a bulletin board, and/or website? You could place ads expressing your interest in starting a group (you would have to include a phone number or email address so people can respond). See what kind of interest you get from other people.
If you hear from a few people, you might meet together for coffee somewhere and brainstorm with them about what you all would like to get from a group if you formed one.
Use this to come up with a format, or "mission statement" as you need some kind of structure to keep it together. For example, do you want to structure the group like a 12 Step group where everyone takes turns sharing a monologue about how they are doing? Or do you want something less structured that allows for cross-talk? (That's my personal preference.) Do you want there to be an instructional element to your group, where you all go through exercises in a depression workbook together, or talk about articles on depression? Do you want to schedule activities (mental health related, or social) outside the scheduled group time. Etc., etc.... Check around here at PC for other ideas.
Most likely, you will hear from just a few people, initially. Even if you only hear from two people, maybe go ahead and get together.
Just be sure and keep advertising the group. It can take a while for support groups to grow and for the word to spread. Eventually, if there is a neighborhood newsletter or newspaper in the neighborhood where your church is, you might start advertising there, too.
Also, you need to arrange a place to meet. So ask your church administrators if there is a room available.
And of course, agree on a time to meet that is convenient for everyone.
Hope this helps.
--Ceara1010