You have to choose the way, how your team will work, and you have to follow any one approach; either start with opportunity or start with leads. Odoo by default follows the start with opportunity approach, as small companies they do not have many leads, so they do not have to pass-through the qualification process. They can start with the opportunity.
We assume that you have duplicated your database before you install the CRM application, start working with sample data to test the flow and process of lead generation, qualification and working with opportunity.