SPI connection problem
The MCP2515 of the Can-Bus-Shield communicates with the Arduino via the SPI lines (MOSI, MISO, SCK) plus CS (Chip Select).
These connections on an Arduino UNO are located at:
MOSI ... D11
MISO ... D12
SCK ... D13
But on an Arduino Leonardo they are NOT located at these pins.
MOSI, MISO and SCK are only brought out at the (6 pin) ISP header.
So if you want to use the Sparkfun can bus shield with a Leonardo you will have to make some "hacks", like making connections from shield pin D11 to Leonardo's ISP header pin "MOSI" and so forth.
It looks like this shield is not compatible with Arduino Leonardo.