A Lead Attack skill starts a dagger attack sequence of the Assassin.
A successful Lead Attack will "unlock" an Off-Hand Attack as the next move of the sequence. However, one must realize that some spells and skills count as a lead attack and hence allow you to follow them by an Off-Hand Attack. Also, some Off-Hand Attacks do not need a preceding Lead Attack (they just need a self-enchantment or a hexed foe).
For a list of all Lead Attacks skills see: Lead Attacks