Yes! Excessive leaves on your lawn going into winter is bad for several reasons.
The homeowner basically has three options to make sure that leaves are not covering a significant portion of their lawn:
1) Rake them up or use a blower- compost the leaves or dispose of them
2) Use the bagging attachment for your mower: compost the leaf/grass mix or dispose of
3) Mulch the leaves with a mower (i.e. chop them into small pieces so they will fall into the canopy). This is my preferred option because the nutrients and organic matter will benefit the lawn and soil. Some leaf types have been shown to reduce weed seed germination when mulched into a lawn canopy (maples, others). The leaves of some particular tree species (legumes like honey locust, others) might actually add a significant amount of nitrogen to lawns because these species fix nitrogen from the atmosphere just like soybeans, so higher leaf nitrogen contents in these leaves is possible.