Leather is a natural material so the skin is quite sensitive. Cleaning the leather will increase its life time. On the other hand, cleaning it will give shiny and better look. So, we suggest you to take the following steps; 

1. Remove the leather band from your Apple Watch before cleaning.
2. Wipe the leather portions of the bands clean with a non-abrasive, lint-free cloth. If necessary, lightly dampen the cloth with fresh water*.
3. Don’t soak leather bands in water. 
4. Let the band air dry thoroughly before you attach it to your Apple Watch.
5. Don’t store leather bands in direct sunlight, at high temperatures or in high humidity.

* Leather usually takes on a patina after normal wear. The leather might also change colour due to exposure to substances like perfume, insect repellent, oil, lotion or dyed materials like denim. The Apple Watch and band colours may vary or fade over time.