Proper way to initialize C++ structs

In C++ classes/structs are identical (in terms of initialization).

A non POD struct may as well have a constructor so it can initialize members.
If your struct is a POD then you can use an initializer.

struct C
{
    int x; 
    int y;
};

C  c = {0}; // Zero initialize POD

Alternatively you can use the default constructor.

C  c = C();      // Zero initialize using default constructor
C  c{};          // Latest versions accept this syntax.
C* c = new C();  // Zero initialize a dynamically allocated object.

// Note the difference between the above and the initialize version of the constructor.
// Note: All above comments apply to POD structures.
C  c;            // members are random
C* c = new C;    // members are random (more officially undefined).

I believe valgrind is complaining because that is how C++ used to work. (I am not exactly sure when C++ was upgraded with the zero initialization default construction). Your best bet is to add a constructor that initializes the object (structs are allowed constructors).

As a side note:
A lot of beginners try to value init:

C c(); // Unfortunately this is not a variable declaration.
C c{}; // This syntax was added to overcome this confusion.

// The correct way to do this is:
C c = C();

A quick search for the “Most Vexing Parse” will provide a better explanation than I can.