A Bluegrass tradition is for the musicians to take turns playing lead breaks in tunes, so learning to play lead is an important goal. It will also increase your overall knowledge of music and enhance your rhythm skills, because learning to play lead means you need to understand more about music theory.
A good place to start is to learn how to play traditional fiddle tunes. These can be memorized and you can gradually build up a repertoire. At some point, however, you may find yourself wanting to learn variations to the tunes. You'll find yourself experimenting ("noodling"), and that is an excellent way to start exploring.
Most players start out learning how to play leads in the lowest part of the fretboard - the first five frets. Eventually, you will be faced with having to learn how to play up the neck. This can be like exploring uncharted territory at first. There are a variety of methods to help you learn, though. One of the more popular ones is called the CAGED system, where you learn how to play five different closed position scales based around the C, D, E, G and A chords. Once start exploring how to play up the neck, you start to see how it all fits together - and how to shift positions.
One of the most challenging aspects of lead playing is developing speed. Learning how to play fast is a survival skill in Bluegrass, where tempos of 240 bpm are common. It's common for all of us to crash and burn when we try to take lead breaks at high speeds. That's part of the learning process. You should learn the lead break at a comfortable slow speed befor trying it at a higher speed.
It takes a while to become proficient at playing lead at higher speeds. Often that can be frustrating, but we have to be patient! The fine motor skills in the fingers need to play at higher speeds aren't developed overnight.