Follow Leadoni! is a persistent mini-game in Yo-kai Watch.
Sometimes Leadoni will pop up while you walk around the city, and can be conversed with to trigger a chase sequence. If you stay within sight, you can discover a chest that contains an item or random leveled Yo-kai to battle and befriend. You can either dash or use your bike to keep up with him, but Leadoni only appears once a day in an area, so you need to be quick. You can repeat the event for as long as needed, though, so there's no need to pick it up if you're busy.