On a steam locomotive, load-bearing but unpowered wheels that are at the front of the locomotive, before the driving wheels. At first sight, they seem rather pointless -- why have unpowered wheels when they would improve a locomotive's traction if powered?
The answer is stability. A steam locomotive does not have a smooth application of power like a car or a diesel locomotive; the pistons are directly attached to the driving wheels, and (being double-acting) they provide (on a regular 2-cylinder locomotive) four power pulses per revolution of the driving wheels, on alternating sides. These pulses of power, and the fact that the reciprocating mass of the main rod cannot be completely balanced, cause the locomotive to nose from side to side at speed. In addition, the power pulses create vertical forces, called hammer blow, on the track. A locomotive without leading wheels is in grave danger of derailing at speed, and will definitely ride roughly.
Leading wheels help with this. When a curve is encountered, the leading wheels follow into it. They are generally mounted in such a way that they can move sideways, but against a resisting, springing force that will attempt to pull them back towards the center. That centering action serves to turn the locomotive frame in the direction, and thus steers the driving wheels in the direction of the curve.
Two leading wheels (generally in a pony truck) are sufficient to guide at speeds of up to 50mph or so; for higher speeds, a four-wheeled leading truck is generally required. A very few locomotives had six-wheel leading trucks.