My son doesn't always follow all the activities and signs you suggest in each leap. How worried should I be?

I think you need not be too worried. Every baby develops differently, I have read that the leaps just provides parents with an estimated timeframe of when one could expect certain skills to develop. In other words, it gives an idea when the earliest one can expect his/her baby to say, roll over. However, the baby may choose not to focus on that particular skill and only develop that ability over the next few weeks (or even months).