One thing to remember is that a coven is not simply a social group but is rather a very close-knit magical family where the bonds of the coven are often stronger than those with out own families. It takes a lot of work and determination to form that sort of a group and it also takes a group of people who really understand what it is that they are doing.
It seems from your post that you and your friends are very new to Wicca. Rather than trying to form a coven when you don't have the necessary experience, why not simply make it a study group where you can all get together to study, practice, and learn. That way there are fewer expectations as to what is going to happen and who is going to be in charge.
The two primary deities of Wicca are a Triple Goddess and a Horned God. But many of us also work with other deities from a variety of pantheons. One of the most important things about Wicca is that we are able to form close relationships with our Gods. A good place to start would be in reading books on mythology from various cultures to see if there are certain Gods and Goddesses that resonate with you.
As someone just starting out, I would suggest a couple of websites that you might find helpful.
Wicca for the Rest of Us: http://wicca.cnbeyer.com/
Wicca Explained: http://www.wiccaexplained.350.com/home.htm
I've been a practicing Wiccan for nearly 30 years now and I'm always willing to answer any questions you might have. So drop me a line if I can help you out.