A postdoc joining my group is interested in my experiment. How to proceed with respect to leadership on the project?
The OP is right to be careful. Much depends on the level of trust the OP has to his advisor. The word collaboration is pleasant to the ears, and fun to act out when it works, but there also needs to be a mechanism that protects the OP's investment, in case things do not work out. Yes, students have been sidelined by higher-level forces after investment, so, not knowing the postdoc, it is wise to be careful. However, on the other hand, the OP should not let it appear as if immediately prepared for the worst case. It's a balance act. That being said, it is worth contemplating if there something the postdoc could bring into the game.

If there is a good level of trust between the OP and the adviser, it may be a possibility of bringing up issues of leadership, credit, etc. in a discreet conversation how the OP's investment is going to be protected, if that's the fear. Unfortunately, it will not cost the advisor as much if things go wrong, so clearly the OP needs to make sure his interests are taken care of, if the adviser is not privy of the possible pitfalls.

If the OP merely wants to keep the experiment and its benefits for himself, there is not much he can argue with, I am afraid, but in this case it won't cost him too much to collaborate, as long as first-author credits and potential leadership issues are taken care of.