I encourage starting with a basic three finger grip on the ball, not choking it, and just throw it like a fastball. The other thing I teach, since most kids slow their arm down, I just call it a three finger fastball rather than a change up. When pitchers think change up they subconciously slow down their arm, so I figured I'd try calling it a three finger fastball.
Once you get good at a simple three finger change, experiment with moving your fingers around a bit. You can circle it a bit, or try different pressure with your middle finger. There's no right way to throw a change up. Also, long tossing with the change is a great way to get the feel for the proper arm speed.