Marcelo Bielsa’s side returned to the summit of the Championship on Sunday with a 2-1 victory at Wigan Athletic.
It was the fourth time this season that United have moved into pole position, this time replacing Norwich City on goal difference.
“Let’s have it right,” said Forshaw, “it is a nice pressure. It is a better pressure than other teams that are down the bottom in this league.
“If you can’t enjoy playing at the top of the league then I don’t know when you can.”
The longest of the four spells Leeds have enjoyed out in front was a five-week spell that lasted until the final Saturday in September.
Since then, however, top spot has proved something of a hot potato with Sheffield United, Middlesbrough, West Bromwich Albion and Norwich all having a spell in possession.
Sometimes, this has been down to the scheduling of games to accommodate TV. Chris Wilder’s Blades, for instance, will go back to the top with victory in Friday’s Steel City derby at Bramall Lane.
Nevertheless, there can be little doubt as to the competitiveness of a league where only four points separate the top six and 15th-placed Stoke City are just three victories adrift of the summit.
“We showed good character to go to Wigan and win,” added Forshaw, who overcame illness to start at the DW Stadium.
“Speaking from my point of view, I thought there was a bit of pressure on us due to playing after everyone else.
“There was a pressure for us to win the game and stay with the pack. There was that added extra.
“The manager told us that before the game. He was really honest. He gave us a good speech before we left the hotel and I think the lads came up trumps.”
United this weekend head to one of those sides who have enjoyed time at the top of the Championship in recent weeks.
“It will be a tough test,” added the midfielder about the trip to West Bromwich Albion. “They were a Premier League club last year so they have got really good players, as well as us. But we are full of confidence now after going away (to Wigan) and winning.”