If you're not lucky enough to have a more experienced musician willing to lead your session, you're going to have to organise things for yourselves. Some tips:
A session can be held anywhere, from a house to a cafe or bar. You could take turns to host the session at your houses, otherwise have a word with some pub managers to see if they'd mind having a group of musicians once a week/fortnight/month. You may prefer to meet in a quiet back room to begin with.
The best layout for a session is a circle, but what's important is that you should try to include everyone and avoid making anyone feel awkward. If new people come in, go out of your way to make room for them, and make them feel welcome.
Starting Tunes or Sets
A good way to ensure that everyone starts the tune at the same time and the same tempo is for one person to play a short introduction, usually the last couple of bars. In this book the intros are marked, so you could take turns to “lead off” a set. It's not a bad idea to take turns round the circle choosing which tunes to play next.
Slow down. Remember that the other folk in the session may not be as far along their musical journey as you. Be considerate and encouraging, and ENJOY YOURSELVES!