I've done a few of these as a consumer and worked with groups doing these from the vendor side and you have to go in with a philosophy for your answers and stick to them. They just want your opinions there's no right or wrong answer from them. You should pretty quickly be able to figure out where they're going with the questions.
But when you get asked questions like, "As a consumer, do you want more benefits or less benefits?" or "Would you be willing to pay more for less?" you need to know the "correct" answer. These are obvious but then you get the tough ones when they ask you how much certain things are worth. Like, "If we offered <insert random benefit here>, would you be willing to pay $x for this?" Or "Do you value x or y more?", you need to be consistent or your answers just get cancelled out through the statistical analysis...
One thing to remember is once you're in the building, you're being watched, recorded, analyzed. Even before you sign the forms and even after you're done. So, there are no "secret conversations" with someone else in your group. You can try going into the bathroom and running the water but that's about it. btdt...