Car loan or leasing: how not to make a mistake?

I dream of having a car, but I don't have the money. I am considering a car loan, but I am afraid of high interest rates and possible penalties. I want something reliable and modern, but the problem is that there is not much money. Acquaintances advise to consider leasing, they say it is more convenient and profitable in the long term. I can not decide what to pay attention to and where it is better to turn.