The lead section is the text before the first heading.
In the source text (the text in the edit window), a heading looks like this:
==This is a heading==
The lead section is a very important part of every article. The length should correspond to the overall length of the article: an article of 50,000 characters might well have a three paragraph lead, while one of 15,000 or less should limit itself to one or two paragraphs. The text itself should give a good overview of the article, but it should also get the reader hooked and interested in learning more. Take a look at some featured articles for inspiration.
It's often a good idea to align a representative image with the lead by placing [[File:Filename.jpg|thumb]] just before the section. (Where Filename is the name of the desired file).