I always found this a strange concept - I had to give examples of when I displayed leadership skills when applying for jobs fresh out of university. I personally find if I am the most knowledgeable on a subject then I will natural assume a kind of authoritative role on it. Otherwise I am happy to sit back (not saying I do nothing, but I will let other people take of the "leadership" role).

People who consider themselves "natural leaders" (usually pushy loud types) are unlikely to be the best person to be leading many, if not most tasks.