Leaving leaves on the lawn over the Winter is bad for the lawn.  They can smother the lawn and increase disease activity.  You can remove these leaves by mowing and bagging, raking, and mulching.  Our soils are very low in organic matter and mulching will tend to improve this and will not usually increase thatch.  However, too much of a good thing can be bad.  If you live in a forest you may need to do all the above.