I don't think leasing your first horse is a bad idea at all. It's a way to get your feet wet without having sole responsibility.
I just got my horse a few years ago. It was fun, but a little scary, too. I got all kinds of surprises that I wasn't considering when I got him. I had to move him twice, there were injuries, thrown shoes, training issues, finding a farrier that actually did a good job, changing prices in hay or your hay supplier running out early. Last summer our grass didn't come in good and we ended up having to provide hay a large part of the summer. I could go on and on, but I think you get the idea.
Don't get me wrong, I love my horse and am glad I have him. There have certainly been times, especially in that first year, that I have asked myself, 'What in the heck have I got myself into!'
It will be very exciting whether you buy or lease. Just be sure and post plenty of pics for us.