I usually work with SoftwareSerial arduino library without incidences, but now I need use A0 like RX pin on a Leonardo.
If I use digital pins (like Rx) all works fine, but I change to SoftwareSerial(A0,....) doesn't work
I have readed that Leonardo could use A0,A1 and A2 like Rx,
Apart from the legitimate questions above (hardware serial), the reason for your problem is that the analog inputs of the Leonardo (ATmega32U4) don't support pin change interrupts as the corresponding pins on the UNO (ATmega328p) do. So if you insist in using that lousy piece of software called SoftwareSerial you have to take care that the RX pin supports a pin change interrupt.