Ever since Shiro was a small puppy he carried the leash in his mouth on walks. I don't mind that because a) it keeps his mouth occupied and he can't grab something off the floor and b) acts like reigns on a horse, when I pull it slightly his head turns and the direction. hehe
He does it as soon as we go out the door, like he can't wait to go for a walk. I think it's funny and cute.
Does your corgi do that?