I have recently started working with a mentor, and it has been a fantastic experience so far!
We met via a non-profit which provides services to immigrants - they have a program which matches newcomers with volunteer mentors to help them adjust to the new working environment. I wasn't a new immigrant, but I'd recently moved provinces, didn't know anyone and was changing careers so many of the challenges are similar. Somone suggested the program to me, and I still qualified so I decided to give it a try.
So far, we have met in-person every 2-3 weeks, and there is some email correspondance in between. Since it is part of a formal program it is fairly structured - we created an activity plan together at the beginning and have been working through that (it's a 3 month program). I think the most valuable aspect is that it has really changed my goals - I've been challenged to really think about the specifics of what I want and pursue it, rather than my previous approach of looking for any start I can. I've also got a much better sense of the local business culture and how things are done here, and he is introducing me to other local professionals for informational interviews which I have learnt a lot from. I've never had a mentor before and I can't recommend it enough!