Usually that means learning to lead others. Leading others sounds sexier.
In my leadership courses and workshops, nearly everyone prefers the exercises that lead others over ones to build self-awareness and self-leadership.
I recommend learning to lead yourself first. Here's why.
Learn to lead yourself first
To see what happens if you learn to lead others first, imagine learning a foreign language.
Say it's Italian. With dedication and practice, you learn the language. The natural next step is to spend time with Italians, eat the cuisine, visit the country, learn their history, and so on.
Now say you learn that you prefer Chinese cuisine, history, philosophy, and so on.
After learning Italian is a lousy time to realize you've invested years in learning skills that will take you away from your interests.
Learning to lead yourself reveals your interests and values. It gives you direction. It keeps you from leading people where you don't want to go.
Better to find out you love Chinese before learning Italian. No matter how good you are at Italian, it will always feel like work. Doing what you love will feel less like work all the time.
Learning to lead others is enticing and alluring. We feel powerful. More followers enables us to do more.
Without direction and purpose, power and action are as likely to lead us astray as where we want to go.