Leading people sometimes are left mystified by this song (5)
I believe the answer is:
psalm
'this song' is the definition.
(I've seen this before)
'leading people sometimes are left mystified' is the wordplay.
'leading' indicates taking the first letters (the leading letter of the word).
The first letters of 'people sometimes are left mystified' is 'PSALM'.
'by' is the link.
(Other definitions for psalm that I've seen before include "Church hymn" , "Palms (anag.)" , "Lamps (anag) -- song" , "Old Testament lyrical poem or prayer" , "Sacred song or hymn" .)