Can my child lead off, steal or slide head first?

No leading off. In Majors, when the pitcher has the ball on the pitcher's plate and the catcher is ready, runners can't leave their base until the pitch has reached the batter. Stealing is allowed after that. If a runner leaves early, the umpire signals it (often by dropping a flag), lets the play finish and then applies the penalty. The batter isn't called out for it.

No head-first slides while advancing. A runner who slides head first into the base they're advancing to is out, and the ball stays live. Diving head first back to a base is allowed.

No "must slide" rule. A runner doesn't have to slide, but is out if they don't try to avoid a collision with a fielder who has the ball and is waiting to make the tag.