Who owns sales leads when sales person is let go?

In the employment contract you signed at your previous company, it almost certainly had a clause in saying that their data (e.g. leads/account details etc.) belongs to them and that you may not distribute this data to third parties (e.g. a new company) or use it for your own purposes, that kind of thing. Check your previous employment contract or ask them to forward a copy to you if you have lost it, asking them to draw attention to the relevant data ownership/protection clause. You are almost certainly in the wrong here, so stay respectful with them about this and promise not to use the leads if you are indeed at fault, or else you could end up with legal trouble.
If you're just visiting people you used to know to canvass for business, that would be fine, but if you're calling them up with the old company's data (e.g. telephone numbers or addresses) then this would not be.