Leading lines are the parts of a scene, in your photograph, that directs the viewer’s eye to the area you want.
Definition: Leading lines are lines within an image that leads the eye to another point in the image, or occasionally, out of the image. Anything with a definite line can be a leading line. Fences, bridges, even a shoreline can lead the eye. If can pair leading lines with a subject that is placed according to the rule of thirds your image should be very strong. source: about.com
So for example, in this photograph you are directed (by way of the road) towards the mountains in the background.
Here are some additional resources and examples of leading lines.
Leading lines are pretty self-explanatory, but if you have questions about them please comment below.
Thanks for reading and happy shooting,