You don't always need a leash! We're not going to lie to you just so you'll feel the need to buy these. Here is when you will need a leash:
Paddling where the water is moving (if you fall off your board in a current, a leash keeps it from getting away from you).
Paddling in the surf (near the shore, breaking waves can pull your board away and become a danger to other surfers and swimmers)
RULE TO FOLLOW: When selecting a leash, choose one that is around two feet shorter than your board. You don't need it the full length of your board or you will trip over it while walking. It should be long enough to be warn while holding your board and walking with it.