Once it has been decided that the parties are open to mediation and you have been appointed as the mediator, the first part of the process is to engage in pre-mediation discussions with the individual parties.
If it is easy to do so, then it would be preferable to have these discussions face-to-face. However, if this is not feasible (in my practice it rarely is) then there is no problem in having these discussions over the phone or perhaps by an online voice application (such as Skype).
However you do this, it is obviously important to ensure that you arrange to make contact in a confidential and sensitive manner, and arrange the call so that the party can be assured of privacy.
Ahead of the discussions, it may be useful ...