Q: What are the parameters?
A: Mean, covariance matrix and relative portion of samples for every distribution.
Q: How can you initialize the parameters?
A: Take random samples and calculate parameters with their help.
Q: To what can this lead?
A: GMM may only converge to a local maximum.
Q: What can you do then?
A: Try other random samples and take the largest found maximum.
Q: Is there a better way to initialize the parameters?
A: Apply k-means clustering before and calculate parameters for every cluster. This way you'll probably almost get the correct parameters.