First parts I should have mentioned in legal statements (9)

I believe the answer is:

pleadings

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'first parts i should' is the definition.
I can't judge whether this defines the answer.

'have mentioned in legal statements' is the wordplay.
'have' becomes 'lead' (leading is a kind of having).
'mentioned in' is an insertion indicator.
'legal statements' becomes 'pings' (I can't explain this - if you can you should believe this answer much more).
'lead' placed into 'pings' is 'PLEADINGS'.

Can you help me to learn more?

I've seen this clue in The Independent.

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