Excellent question! I'll assume you're referring to his State of the Union Address that took place in 1901, since this address is his most prominent. I've linked a transcript of the address below. In this address, Roosevelt demonstrates leadership by establishing clear objectives for the nation and promoting hard work, good will, and unity against enemies.
This State of the Union Address is prominent for it took place only three months after the preceding president, William McKinley, was shot and killed by an anarchist in Buffalo, New York. Roosevelt had to balance addressing this event with the solemness that it deserves while also convincing the grieving nation to remain stalwart and bold. He begins by condemning McKinley's assassin and establishing the political repercussions of the assassination: "Anarchy is a crime against the whole human race; and all mankind should band against the anarchist" (Roosevelt, 1901). With this declaration, he simultaneously unites the nation and gives the polity a clear antagonist to oppose. He continues to call for unity a few passages later:
When all is said and done, the rule of brotherhood remains as the indispensable prerequisite to success in the kind of national life for which we strive. (Roosevelt, 1901)
He again advocates for citizens to work together to uphold our national ideals. With this, Roosevelt orients the nation to oppose not only the individual who killed McKinley, but all those who oppose our republic.
For more information, please explore the eNotes guide to this outstanding individual linked below!