"Teleportation...but so far, only when I'm not trying."

He sounds a little bashful; Leo's not used to be being bad at something, and it's been a long time since he's been such an absolute beginner at anything he was seriously trying to learn to do. All of the important lessons of his training are things he's been working on for so long that they're second nature by now, and even the newer tricks and techniques Splinter's taught him have been things he has a foundation built to apply them to.

This, though, feels more like if he'd just been handed his swords on the first day of training and told to go at it.