The first thing to know about cleaning leather is that there are several different types of leather, and what works on one type may not work on another. Finished leather such as that used in furniture, for example, can be cleaned with a mild soap and water, while unfinished leathers such as suede cannot be cleaned with water because they may stain and crack. Therefore, before you start cleaning leather, you should determine what kind of leather it is. If it has a high gloss, for example, it is probably finished, while leathers with a matte finish or a coarse texture are unfinished. Always spot test cleaners before use!
All sorts of leather should be wiped down regularly with a soft cloth to remove dust and dirt before they have a chance to become ingrained. If a spot does appear, rubbing it gently with an art gum eraser can sometimes remove the spot. In the case of suede, a suede brush can be used to brush out stubborn stains, sometimes in combination with a suede cleaner, a commercial product which is safe for use on suede.
If you have a more serious staining problem on finished leather, you need saddle soap. Saddle soap is a special type of soap which has been formulated for use on saddles, and in addition to being safe on finished leather, it can also be used on some types of unfinished leather as well, although you should always do a spot test to check for staining first. To use saddle soap, dampen a cloth, dip the cloth in the saddle soap, and work up a lather. Once you have a lather, rub the cloth in gentle circular motions on the leather, allow the lather to dry, and wipe it off with a clean dry cloth. Use another clean dry cloth to buff the leather, removing the last of the saddle soap and bringing out a natural shine.
In the case of cleaning leather which has not been finished, you can use saddle soap in a dry clean, using a dry cloth instead of a damp one in the first step, but the soap may stain the leather. Saddle soap should also never be used on suede. If a spot test on a hidden part of the leather reveals a stain, you need a leather cleaning solution. Many shoe stores and furniture stores sell products for cleaning leather, and you should specify the need for a product suitable for unfinished leather. Cleaning solutions are typically applied with a soft dry cloth and then buffed away, and they are sometimes sold in kits which include everything you will need.
After cleaning leather, it can be a good idea to work in a leather conditioner. Leather is basically skin, and skin needs to be moisturized to prevent cracking. In fact, some people use a plain unscented moisturizer on leather products, although you can also use moisturizers specifically designed for leather. Mink oil is a popular leather moisturizing product, and for shoes, it's possible to buy a moisturizer/waterproofer which keeps the shoes in good condition while also ensuring that your feet stay dry.