As much as I can remember! I learned it in a quilting class I took awhile back and have been trying to put it into practice ever since. It saves so much time and thread!
For those who don't know, a leader (we call it a "granny square" although everyone has their own name for it) is a scrap piece of fabric that you start off your stitches with, then you can keep 'chain sewing' so that you don't have the thread tails on each piece. It saves a TON of thread!! Plus, then you can keep your needle in the down position at all times (when stopping).