A few thoughts from the experience of having been in this position a year or two ago, for what they're worth, if anything.
- You don't need to do a course, but you do need to learn the ropework for safely attaching your second as well as building your belay. This isn't horrifically complicated but I didn't know what I didn't know until I did a weekend course (Women's Alpine Adventure Club, who do heaps of other things too), and then went out with a friend who'd been leading a similar length of time but hadn't had instruction. Turned out we both didn't know it (and in my case I'd picked up bad habits from years of seconding others - just putting second on one piece of (not 100% bomber) gear!). So just make sure you learn from someone who does know what they're doing, course or no, then practise it on low stress routes (there is the odd multipitch possibility on Stanage... I've pitched Grotto Slab).
- The harder stuff is learning how to deal with all the stuff that can go wrong on a multi - which is a mix of experience and mitigation. Eg navigation especially (descriptions invariably telling you to follow to 'the obvious feature', which could be one of five features), bad weather incoming, communication, stuck ropes, realising too late that you shouldn't have had a curry the night before, and descents in some circs (eg Idwal Slabs).
- Related to the above, pick your first routes wisely. I was leading SP VD so thought I'd pick a four-pitch VD that didn't end on a summit and which was described as easily escapable compared to Idwal Slabs. I ended up having to back off metres off the ground as it was way more polished, sparser gear and generally harder than expected, and I couldn't see past a bulge to see if it improved (I don't think it did). Backing off was a great learning experience but I didn't really know how to do so smoothly and went into panic; in hindsight there are other things I could have done that might not losing my favourite ever piece (which some eejit then boasted about getting...) and several other people said yep, that route is hard for a VD (that said, obviously others' opinions can be useless!). I personally also found it an adjustment going from easy grit to comparable grades in N Wales and the Lakes as the rock is so different, often way more polished, and takes less gear at the grade. You may well also be getting advice that 'it's a cruisey X Grade' from folk who aren't XG climbers so don't actually have a sense for what is harder for a newer leader. So drop a grade, choose a really nice route, and go with a more experienced partner (even if they're just seconding you). And buy tough tags.
Enjoy.