Role models
This exercise could be used as an icebreaker and it certainly provokes discussion
Stick on to a large piece of paper pictures of famous people from different areas of life (preferably a mixture of people they will know and some they won't, who you can talk about).
Ask the mentees to indicate which of these people they would most like to be and why, whom they think is a good/bad role model etc.
This helps you to find out their values and beliefs.