First off laern your scales, and I guess a little bit of theory doesn't hurt. But just play with people. There is no lessons tohelp you get better at lead playing. I can say play this:

e-1-2-4-2-1-

but that doesn't help you much. Playing leads and improvising comes from the heart. Just play and listen to other people play, you'll get ideas and you'll learn to make good leads sooner or later.