Source: Squeezing The Dummy 
Opening leads are arguably the toughest part of the game. Many contracts hinge on what what the defense chooses as its opening blow, and you have to do it without the benefit of seeing dummy. All you have to work with is the bidding, which against some opponents is of little value anyways. If the opponents have given you enough information, you can try and construct their hands to find the best lead. If they have had an auction like 1-2-4 you are left with trying to make the percentage lead.
Here is an extreme example of where the opening leader had a lot of information if he reasoned it out. Playing against Farfie and Ritong, two excellent French players who can be relied upon to not be insane, you are dealt 64 Q 8754 KQJ875. The auction starts with partner who opens 1. RHO overcalls 3, you pass, and LHO bids 5! This bid asks partner if they have a first or second round control in hearts for slam. RHO bids 6 indicating a second round control. With a first round control she would have cuebid 6 in case of a grand slam. This is passed around to partner who doubles. LHO chooses to redouble, ending the auction.
Wow, on lead against 6XX. So, lets reason this out. Partner has doubled to suggest an unusual lead. Partner wouldn’t do this with an AK or 2 aces because surely one of them will be ruffed. Dummy must have a void. We have 6 clubs, so obviously a club lead stands out, right?
Let’s go a little deeper. Instead of thinking about what partner is asking us to do, let’s think about what the opponents are doing. The five spade bid would indicate two or more losing hearts, and the six spade bid is probably the king. So partner must have the ace, and we can get one and lead a ruff. Well, the problem is RHO might have a stiff instead of the king. Thats fine, then partner has the AK and will let us stay on lead while giving suit preference. The problem now is that LHO might have realized the king might be useless since we will be on lead and chose to ask for a control with Kx in his hand. No, partner has asked for an unusual lead and we should try to reason this out.
Let’s think about what type of hand LHO could have to make this five spade bid. His hand must be solid minus the heart suit. He obviously doesnt expect to have a club loser, despite our KQJ. This means he has a singleton ace or void. If he has at most 3 spades (partner needs one to ruff) then he is left with a lot of running diamonds. If he has the singleton ace of clubs RHO would need to have 6 for partner to be able to ruff. Given the spade preempt, a diamond ruff is much more likely. So you lead a diamond.
Partner’s hand was: 5 A875432 — AT432. Wow, 6 clubs makes! The player at the table actually led a heart, which worked out fine, but is inferior. Beating 6XX 2 tricks is a good score.
Ritong’s hand for the 5 bid was pretty much what we expected. He had AQ8 J6 AKJT9632 —. We correctly reasoned out his hand. Had we not taken the time to do this, we would have probably led a club and the contract would make 7. Now that is a large swing.