You may contact a lead or have the lead contact you, where they inform you that they would no longer like to receive your emails. They would actually like to unsubscribe from your emails. This is something that can be done very easily. Login to your crm account and find the lead you need to unsubscribe.
Your lead's contact page will now refresh and you will be able to see beside their name, that they have been unsubscribed. It will also tell you when the lead was unsubscribed, which is great information for you because sometimes a lead will unsubscribe themselves and you will be able to tell when they did that.