The way I starting applying Agile was very informal. I invited all team members to a meeting where I set the agenda to talk about our personal values, asking them to bring the most important for each. Values are a tricky word, as people would name a lot of values that they agree with in principle, but we really needed the key ones... so I gave the following criteria to choose them: select those behaviours or beliefs that if not existing at work, you would really feel uncomfortable and willing to leave.
Once on the meeting we worked to identify which were the common values as a team. No Agile theory... not even the word was mentioned. My aim was to build trust. And trust requires transparency and alignment with our values. Each one of us explained the values chosen as the most important and what it meant for us. It could be that the exact same "Honesty" word meant different things for one and another and we clarified that giving specific examples on how exactly we would consider someone "honest". It is surprising to see how many different meanings or expectations a single word can have.
After listening to each other I suggested to choose 5 values from the total and it was great to see how people tried to reach a common ground finding links between values...
I performed as a moderator in this meetings, and tried to give my opinion later whenever possible. I really recommend trying out this exercise.