Leading one, say (5)
I believe the answer is:
prime
'leading one say' is the definition.
'prime' can be an answer for 'leading' (I've seen this in another clue). I'm unsure of the 'one say' bit.
'leading one say' is the wordplay.
'leading' is a charade indicator (letters next to each other).
'one' becomes 'me' (a setter might use 'one' to humourously mean 'me').
'say' becomes 'pri' (I can't justify this - if you can you should believe this answer much more).
'me' put after 'pri' is 'PRIME'.
Can you help me to learn more?
(Other definitions for prime that I've seen before include "Main; make usable" , "Capital - of first importance" , "Prepare to fire - first" , "Of superior grade" , "Two for one" .)