From the Game's Introduction:
Each of you is a member of a Church Group. Begin by deciding what the church is, and what kind of group it is (Bible Study Group, Community Youth Group, Ice Cream Social Committee, Holy Week Outreach Group...).
Pick a name for your character. In addition, select a primary Blessing you exhibit, an Opposed Vice you combat, and a Secret Vice you’re trying to overcome your attraction to. There's no need to stick to the standard list of 7 Sins and 7 Graces: "Always Cheerful" is a perfectly good Blessing, "Does Not Dote on Puppies" is a perfectly good opposed vice, and "Prefers Deer Hunting to Church" a fine Secret Vice, especially if you hunt out of season. You get an extra two dice for any rolls in which your Virtue or Opposed Vice come into play, and two dice will oppose you when facing your Secret Vice.
You should discuss your Blessings and Vices with the GM, who has final say on their appropriateness. Virtues should not be too broad, and Vices should not be too narrow. "Inspires all others to Goodness" is far to broad a Virtue. "Sneers at others when nobody is looking" is far to narrow a vice.
Then go around the circle and introduce yourselves. "Hi, I'm John Jones, and I humbly worship our Lord. I joined this group because..." Tell us why you joined the group. Then tell us how you know the player to your left. Then confess what you did to get a single point of Sin: something minor and embarrassing related to your Secret Vice. Confess your Secret Vice to the group, because we're all here to help you overcome your mortal failings.
At the end of this process, you should all know a bit too much about the other characters' vices, and you should know how you met the other characters in the group. Now it's time to play.