-- Frame spacing will be uneven because of the sprocketless film advance, so I suggest you avoid shooting slide film unless you're willing to cut and mount it yourself. In fact, if you shoot neg films and have a lab develop them, you'll also probably need to request the film back uncut so you can cut it up with scissors.
-- Don't wind the spring too tight or it won't advance (especially a problem on earlier production models.) The mechanism is controlled by tension, so too much tension (from either the winding spring or the film) will lock it up. If this happens, one way to free it is to turn the shutter speed dial slightly against spring tension and then let it spring back; often this will let the camera advance. This is just an emergency measure, though -- don't know how bad it might be for the long-term health of the camera.
-- DO NOT mount any lenses with 'tab-type' rangefinder couplers (tab type has just a tab or projection that presses against the camera body coupling lever, rather than a cam that completely encircles the back of the lens.) The Leningrad's coupling lever doesn't have a roller on the end, so if you mount a tab-type lens, the lever can act as a ratchet and keep you from removing it again! If that happens, the only cure is to remove film, open the shutter on B, and reach in through the back to restrain the lever as you unscrew the lens.
Tab-type couplers are most commonly seen on non-FSU tele lenses. To be fair, this isn't exclusively a Leningrad issue -- most FSU cameras have non-roller coupling arms and can get into the same problem. The only exception I know of that DOES have a roller coupling arm is the Droug.