I was self taught for about my first 4 years of guitar until I found a teacher. I must say that finding a good teacher that can teach you lead will be very beneficial to you.

Some key things you'll need to work on for lead are:

Ear training
Improvisation
Scale Patterns/ Attaching patterns together/ Fretboard Identification
Arpeggios
Accuracy through slow tempo practice and muscle memorization

Superhuman had some good points...You'll need to start learning a scale, and then learn how to play in as many different ways as you can on the fretboard..lower octave, higher octave, 5 string patterns, 6 string patterns, single string patterns, etc.

When starting it's good just to get comfortable in one position..then later on, add on another close position and play both at the same time. After that, just keep going from there.

Good luck!