jedi-vim how to jump to the definition of a function in other file

<leader> is a placeholder: when vim registers a mapping containing that string it replaces it with the current value of the mapleader variable.

If you didn't set that variable explicitly, <leader> is replaced with \ by default and those mapping are supposed to be read as \d, \g, etc. That is, press \ followed by d in rapid succession.

:help mapleader tells you how to set <leader> to something else if you don't like \.

<C-Space> means Ctrl+Space.

See :help key-notation, :help mapleader.