You know, a leader is a relatively simple things. A lot of people get confused on the right leader to pick. A leader has a number of jobs, one is that it provides a relatively invisible or at least less noticeable transition between the heavy fly line and the fly. Another purpose of the leader is that it slows down the cast. When that fly line cast is coming forward, it's traveling really quickly and the air resistance of the leader will cause the fly to drop a lot lighter.
So it's really a matter of stealth. Using a leader enables you to get more stealth. You don't want to tie a fly right on the end of that thick fly line. Yet, you need a fly line to cast to bend the rod.
There are a number of different types of leaders and right now I'm not going to talk about the different types. Make it simple, pick a knotless, tapered leader made from nylon.
To start, that's all you want to have to worry about.