Leukocytes are white blood cells--immune system signal in the urine. Many women 'normally' spill some leukocytes during pregnancy, if you are not symptomatic then I'd not worry--unless you are someone who does get UTIs regularly. If so, then you probably should follow up on leukocytes.
Do the dip again if you're concerned--first, make sure you are well hydrated (no need to be ridiculous about drinking something--just be sure you're not dehydrated when doing the test), then wash your southern regions before peeing (even just with some squirts of water from a peri bottle). Be sure to part the hair and lips before you pee. Also, if you didn't do this before, get a midstream catch in a cup, rather than just peeing on the stick: start peeing, after a second or two put the cup in the stream to gather a bit of pee, then pull the cup away while still peeing. These steps can give you a more accurate reading.
But urine dipping is actually going out of style, even with the medicos. I don't use them anymore in my practice--too many false pos and other potential for mistakes/unreliability.