My understanding is that this is up to your parish. If you are to do first confession as a group, you should have a date scheduled for that already. Our RCIA class was instructed to do our first confession on our own sometime before Good Friday. It’s a good question to ask in your next class.
Just a side note: I did mine yesterday and brought a (generic) list - I felt a little foolish, but once you let the priest know that it’s your first confession and you are enrolled in RCIA, they are very helpful. I went to our co-cathredal rather than our small parish for my first reconciliation, as it was a little more comforting to be anonymous. I also knew that the co-cathredal has the ability to have numerous confessionals going at once, so I didn’t feel like I’d be holding up others too much. I tried to just get through and be done, but the priest was very conversational and interested in counseling me on some family problems that have been weighing on my mind. Also, I opted to confess facing him, which oddly enough felt better to me than sitting on the other side of the wall. Very therapeutic, not at all as frightening as I had made it in my head!