Hi! I am MilkyCereal, A Gold 2 Leona Main with a 60% winrate from over 100 games. I first started playing Leona in Season 8, and have spammed her in ranked since, climbing from Silver 4 and now I am almost Plat.
I stream almost everyday on Twitch so come and say hi! https://www.twitch.tv/milkycereal1
Leona is super awesome and fun to play, she has so much cc and her Eclipse gives her so much survivability that you can afford to make mistakes. Her damage also makes her one of the strongest early game supports, making it easy for you to get some early kills and get your adc snowballing

While Leona is super fun, she does need more skill than a Janna but that being said, she is fairly straightforward.
Your standard combo is to Zenith Blade to a target, press Eclipse and AA with Shield of Daybreak to get more cc. What this does is you get the cc from Zenith Blade and Shield of Daybreak whilst your Eclipse has been casted to make you tanky and will explode after 3 seconds to deal more damage.

Post 6 your combos vary depending on positioning. Against immobile champs like Varus Jinx Jhin you can ult Solar Flare before using Zenith Blade. This is really useful as Solar Flare has a larger radius than your Zenith Blade
Alternatively you can Zenith Blade and cast Solar Flare at the same time as stunning with your Shield of Daybreak. You cast at the same time because Solar Flare has a channel time and your Shield of Daybreak will lock them down before your Solar Flare lands. This way you chain all your cc up perfectly to maximise stun time.
Finally, vs mobile champions Ezreal Caitlyn Lucian Karma (or if you are really bad at landing your Zenith Blade ) walk up to them and Shield of Daybreak first before using your Zenith Blade. When walking to them or Flash (for a surprise engage) use your Eclipse to take reduce damage from their poke.

Pros

Great at engaging
Has 3 forms of cc so you can lock down champions easily
Has lots of damage thanks to

Sunlight
Very tanky and forgiving champion due to Eclipse
Can destroy any assassin or high damage champ Master Yi Katarina with hard cc.
Has 1v1 potential vs low health carries


Cons

A

Zenith Blade at the wrong time can kill you
Zenith Blade and Solar Flare are skill shots and can be missed
If your adc is not on the same page as you and not aggressive it can end badly
Can be easily counter picked

Your primary rune page must be Resolve and Aftershock is the best rune to take as it combines with your Eclipse to make you more super tanky after landing any cc from your Zenith Blade or Shield of Daybreak.
Font of Life Bone Plating and Overgrowth are your best options. Take Second Wind if you are playing against a poke lane ( Karma Ezreal etc).
Demolish is viable but only take it if you expect to win your lane hard as it can secure you a first turret in bot lane and in top when you rotate.

Your secondary page should be Inspiration with Biscuit Delivery and Time Warp Tonic. It gives you great sustain in lane and instant health which can turn around lane skirmishes massively.
This has saved me countless times and if you don't believe me here is an example - https://www.twitch.tv/milkycereal1/clip/EncouragingSassyGrasshopperMoreCowbell?filter=clips&range=all&sort=time

Instead of Inspiration you can go Domination ONLY if you expect to win lane comfortably. Cheap Shot gives even more damage after Zenith Blade and Shield of Daybreak and makes your level 2 potential even scarier. Zombie Ward is your second pick in Domination as it gives you much better vision control on the river which protects you from any ganks - and you will be ganked if you are winning lane. I can't emphasise how important Zombie Ward is. you get FULL river vision control - if you win lane, the enemy bot lane can't get to the river brush or their own tribush.

With Leona, just like any tank support ( Alistar or Tahm Kench) you start with Relic Shield and Health Potion.
Make your first back with 750 gold to buy some Boots and targon's brace. If you have more gold but one of: Control Ward Ruby Crystal Cloth Armor Null-Magic Mantle
You then upgrade into Eye of the Aspect Mobility Boots and Oracle Lens - this requires 1900 gold so usually you need 2 backs - get Eye of the Aspect first for the increased gold income. get Mobility Boots first if you are winning lane and will rotate mid.

Your core items are Zeke's Convergence (buy this first) and Knight's Vow. Zeke's Convergence makes your all ins much more dangerous. However don't buy Zeke's Convergence if you do not have an adc who is AA based ( Ezreal or an apc like Vladimir)

Your final 3 items can be any of Locket of the Iron Solari Randuin's Omen Thornmail Iceborn Gauntlet Mikael's Blessing Spirit Visage Turbo Chemtank or Gargoyle Stoneplate

My favourite is Gargoyle Stoneplate. Its a must buy item if you are the only tank on your team. it allows you to front line much better and works well with your Eclipse. Spirit Visage is also nice if you are the front line as you can regen your hp quicker before going back in, although its not great unless the enemy team has ap champions.

Locket of the Iron Solari is a good item especially vs assassins Katarina or a Karthus as it gives your entire team a juicy shield and can completely turn around any fight or skirmish. However, Locket of the Iron Solari has a shield that scales with your bonus health. Leona tends to build MR and armor rather than health. So if you do want Locket of the Iron Solari I recommend purchasing a Spirit Visage Randuin's Omen to increase your shield power. you could buy Turbo Chemtank as well but I don't recommend it with this build as it is an aggressive item and Locket of the Iron Solari is defensive.

Mikael's Blessing is a weird but a good item if the enemy team has lots of cc as it essentially acts as a Quicksilver Sash for your adc.

Iceborn Gauntlet can be used if you are far ahead as the sheen damage is not to be taken lightly. I tried it once or twice and its decent but i personally prefer Gargoyle Stoneplate

First point is always Shield of Daybreak and then Zenith Blade. Take Zenith Blade first if you are Level 1 invading and need the gap closer (i.e. they aren't in your AA range)
Max your Eclipse first as it makes you a lot more tanky and means you can engage over and over again without being punished.
Max Zenith Blade second for the cooldown reduction.