I've been told it is good luck, So maybe you got some good luck coming your way? :)
If you believe in the supernatural, a butterfly landing on your leg could be a spirit of a loved one coming to visit you. I've had this kind of butterfly visiting me for about six months now:
It's called a Red Admiral. Whatever your views on the supernatural, I think butterflies are beautiful and should be appreciated!
It probably means it's hungry. Butterflies smell the salt and sugar in your sweat and blood and land on you to feed.