Usually dreams about TV shows or celebrities show our desire to be acknowledged and appreciated. Sometimes people have these dream because of the time they spent in front of TV. The dream could also indicate your admiration of Jay Leno as the celebrity, therefore you dream about him. Or you see some qualities of yourself or other people just like Jay Leno has.
Dream dictionary: Jay Leno dream meanings
To dream of Jay Leno talk show and attending in means that you like hanging out with your friends. The Jay Leno could also indicate some person in your waking life who reminds you of this celebrity. The dream could also mean that you watch too many TV, therefore you keep dreaming of it. If you watched the show before you went to bed, this dream doesnt have any meaning.