It means lead me astray, show me, distract me, influence me, or tell me lies tell me sweet little lies.
Sometimes expressed in a similar tone to the phrase 'gimme a break'.
Overall, Take me away from what is happening how.
Me and my brother walk in on Mum Fellating Dad.
'Euugh sick, lead me on.'
My brother: 'I can fly kick Mum's freshly baked cake'
'Go on, Let's See, What are you waiting for, Lead me on'
Not a relation: 'I can induce orgasm using only my facial expressions'
'You can Lead me on'