There are several stitches with braided or plaited centers that are wonderful for creating leaves—Cretan, Fishtail, and Roumanian stitches are a few. I'll show you Roumanian today and we'll get to the others at another time. None of these stitches are hard but they need a lot of photos to illustrate them properly.
I'm showing this worked as a wide band but you can also use it to fill a shape by varying the length of the side stitches and the position of the knotted center (the knots will form the center rib of the leaf).
First draw three parallel lines on your fabric to serve as guides. Bring your thread to the front on the first (left) line. Keeping your thread below the needle, take your needle down on the third (right) line then up again on the center line. Make sure these align with one another.
Pull your thread through. With your thread above the needle, take your thread from the center to the lefthand line slightly below your first stitch. Pull your thread through and you'll see it form a small "knot" in the middle.
Start back on the righthand line slightly below the previous stitch and in line with your thread on the left and come up in the center.
Continue working stitches in this way, working from left to right, then right to left, and alternating the thread position from on top to below. When you reach the end, take your needle to the back at the center forming one last "knot".
Here's a completed row. I used three strands of floss and it made a very delicate stitch. In future I may try six strands for a more substantial look.
And here it is done with a chunkier (wool) thread.
I think this looks best when the stitches are packed closely together because the centers form a tight line of knots. But you can try it spaced further apart, too.