The small group newbie

This is a common enough situation. You conduct (facilitate, serve, convene) a small group in your congregation (youth or not), and a newbie shows up.

 A real newbie, someone new to the group's larger context (the Sunday congregation), someone not even Christian, perhaps. 

How to help them fit in?

Perhaps this:

Ask one of the established members if they would be hospitable to the new-comer. Of course this eventuality had been discussed early on, so no surprise to the member.

Just be hospitable. Introduce self, and sit with them.

Let them know they can quietly ask you anything. "I'll give a quick answer if I can, or I'll ask the group as though its my question." You explain.

Then the convenor will ask a couple of questions through the meeting with people in pairs/trios to discuss then offer their view. Here the new-comer can get a little more involved and acclimatized, even be the speaker of the concluded response. The person's steward might suggest this.

Perhaps the person acting as their steward could offer to attend a forthcoming Alpha group with them, or your church's intro afternoon in a couple of week's time at a friend's home.

Is your church up to the game, or does it rely on words, not actions?

This is discipling at work. Not for the new-comer, for the steward.