Oooh - exciting
A wheel is much quicker to spin with as the two processes - making the yarn and winding it on - are done at the same time, and you don't have to keep rehitching the yarn onto the spindle as with spindling. However, there are times and places where taking a wheel are not appropriate, and you cannot walk and spin a wheel, whereas you can walk and spin using a spindle.
Joining on new yarn is definitely easier with a wheel - or at least I find it so
. Because wool fibres have tiny hooks on, you can use this to your advantage when joining. Have the spun yarn on the wheel bobbin turning then hold the new carded fleece next to it - the rotating yarn will pick up the fleece and join hook to hook and suddenly your old and new bits are joined (sometimes I find I have to give the twist a bit of a boost by turning it with my fingers too). It is very difficult to decscribe but magical when it happens. Of course if you are practising, then the yarn on the bobbin will become horribly overspun until you get it right - but you will learn the trick. With a spindle I always feel I need a couple of extra hands to do this, one of them to hold the unspun fleece out of the way
The thing with the leader is because bought yarn is plied, whereas you are spinning singles. Singles is spun in one direction, plied yarn in the opposite. It is much better to spin your own bit of leader, and you can quickly do this by catching some fibre onto the hook at the top/bottom of the spindle, drawing out and twisting a short length slowly, then spin as much as you need in the same way as you would spin normally, but with the yarn coming from the hook. When you have enough, take it off the hook and tie it to the spindle as usual.
To get a smooth spin on the spindle, run it up your leg - this only really works if you are wearing tight trousers or leggings
Different spindles will spin for different lengths of time, depending on how well balanced they are.
I do hope you are having fun