You might want to check out the relevant section in the FAQ- there are some responses you might find interesting.

It was more common than you'd think. Just a few that I remember off the top of my head...

Gustavus Adolphus, King of Sweden, had a bit of an infamous habit of leading cavalry charges in person. In fact, it is thought that he may have been accidentally killed by friendly fire while leading a charge in the confusion of gun smoke. As it was, his body was found later in the battle, dead from several gunshot wounds.

Constantine XI, the last emperor of the Byzantine Empire, supposedly threw himself into the last desperate melee against the Ottoman Empire during the Fall of Constantinople in 1453.

Frederick I, i.e. Barbarossa, was leading his troops on crusade when he supposedly fell into a stream and drowned. For that matter, most Crusade leaders-such as Richard the Lionhearted-were kings that led their troops in person.

Just to skew the Eurocentrism a bit, we have Rana Sanga, a Rajput general that fought against Babur in his campaign that resulted in the Mughal Empire, and during one of the battles of Kawanakajima in Sengoku Japan, two daimyo, Takeda Shingen and Uesugi Kenshin, had an inadvertent single combat when Takeda was surprised by an Uesugi charge of his camp and ended up defending himself with a metal signal fan.

Sorry, we don't allow throughout history questions. These tend to produce threads which are collections of trivia, not the in-depth discussions about a particular topic we're looking for. If you have a specific question about a historical event or period or person, please feel free to re-compose your question and submit it again. Alternatively, questions of this type can be directed to more appropriate subreddits, such as /r/history or /r/askhistory.