Scrape away the paint scuff mark, which may be all it takes to remove it. Do it gently though so you don't scratch the leather. Your fingernail should suffice for this job, but the dull side of a knife will also work. If the paint mark remains, proceed to the next step.
Remove the rest of the paint mark with soap suds. Make the suds by stirring or swishing around water and mild dish detergent. Gently apply the suds to the stain a wipe the area gently with a dry rag. Repeat, if necessary, but don't saturate the leather in the process.
Clean and condition your leather to remove the last little bit of paint. Use a cleaner and conditioner specially made for leather, following manufacturer directions.
Remove the paint stain by gently rubbing the area with a rag moistened with dry cleaning solvent, paint thinner or fingernail polish. Do so just enough to remove the paint. This should be a last resort since the chemicals are more likely to damage the leather than the soap suds and leather cleaners.