I am supposed to write an essay on what makes a leader. What are some ways to start that off?
This is an interesting question, and a good place to start might be whether or not you plan to talk about the qualities of a good leader or a bad leader, as there are both. Also, you'll need to decide if you are going to only be using Julius Caesar's character as an example of a leader, or if you might be using other characters as well, since many of them has leadership roles (Marc Anthony and Cassius immediately spring to mind).
Once you have decided on what type of leader you want to look at and who in the play fits this description, it might be interesting to begin your introduction with a quote about that type of leadership. If you want to talk about tyranny, for example, then you might find a quote in the play about tyranny, like this one from Act I:
"Why, man, he doth bestride the narrow world Like a Colossus, and we petty men Walk under his huge legs and peep about To find ourselves dishonorable graves."
Then comment on how your quote represents how people view tyranny and the traits of a tyrant. What is it they fear? How might your character(s) embody those traits? This should give you a strong intro and then move you right into your thesis about what makes a good or bad leader.