Think red work or light stitch design, otherwise you create a cut and tear edge in the leather. There is a leather needle that you might want to try. I can pull a design into my Floriani software and specify that I'm stitching on a particular fabric type, such as leather or cotton twill or denim, and it will create an appropriate underlayment for that specific fabric (whether it needs to be more or less dense). In some of the Anita Goodesign collections, they have good instructions for stitching those particular designs on leather.

Embroidery Library has 2 tutorials, one for real leather & the other for faux leather.
http://www.emblibrary.com/EL/ELProjects/search.aspx?search=embroider%20on%20leather

I have done tons of leather and vinyl.....I run my machine slower than normal and try to use satin stitches more than step stitches, I also digitize my underlayment looser so that there are less needle holes......I do not use stabilizer either, I just hoop the fabric.....now, I do use a 16 needle melco machine, so I don't know if instructions would be different for a single needle?

j'ai déjà brodé sur du cuir très fin ( "dain " ) et souple, et utilisé un stabilisateur, le résultat était parfait .

already embroidered on very fine leather ("suede") and soft, and used a stabilizer, the result was perfect.
Cricri