Soupy, I'm not trying to pick a fight with you, but I think I disagree with your premise a little bit. I believe that one should strive to be a "guitar player" or a "mandolin player" rather than a "lead" or "rhythm" player. The thinking that a rhythm guitarist just strums chords is one I abandoned years ago in favor of preferring a 2nd guitarist, who knew what to do with his axe, to play the rhythm parts. I've always been the lead player in bands, but when there was more than one guitar player in the band, I just wanted to play the rhythm part on some songs just because they sounded so cool.
Improvisation is part learned skill and part natural talent, but you have to know the instrument before you can begin to try to learn to improvise on it. I have a head start because improvisation was one of my strong points on guitar, so I have to learn some licks and learn where the notes are on the mando, but I already have the "musical" part of it in my head.
My best instrument by far is electric guitar, but I want to be a good bluegrass mandolin player, so I have taken my inherent skills, and my 40 + years of guitar learning and tried to translate that to the mandolin. I think one of the most important things about being a bluegrass player is to "think bluegrass." Listen to the masters until you can almost feel how a new song you've never played before is going to go because it's bluegrass and you're thinking bluegrass. Learn various ways of playing rhythm - the chop, of course, but also the double-stop tremolo and the back-up fills.
Learn your scales and learn at least the basics about music theory and harmony, listen to jmcgann, and as you said, practice, practice, practice.
"I thought I knew a lot about music. Then you start digging and the deeper you go, the more there is."~John Mellencamp
"Theory only seems like rocket science when you don't know it. Once you understand it, it's more like plumbing!"~John McGann
"IT'S T-R-E-M-O-L-O, dangit!!"~Me