What is the closest train station to london Heathrow airport?

Don't worry, it's very easy. Take the underground from Heathrow (Piccadilly Line) and get off at Kings Cross / St. Pancras. It's the only tube line (underground) that is the airport so you can't get on the wrong train. Walk to the main rail station (there will be signs) and get a train to Leicester from there. It's probably a good idea to buy the ticket to Leicester in advance if you can online and pick it up at the station as it will be cheaper. The whole journey should take just over 2 hours. www.nationalrail.co.uk for train times and info on how to buy tickets.

I think Heathrow has it's own station with trains to London Paddington. This takes about 15 minutes. Alternatively you can take the London Underground. However, this is much slower into central London and can take about an hour. I imagine trains to Leicester go from either London Euston, Paddington or Kings Cross(?) Have a look on the websites below

Simplest way: Take the Underground Piccadilly Line from Heathrow to Kings Cross. From St Pancras Railway Station adjoining Kings Cross East Midlands Trains depart 3 times per hour to Leicester. You will find the stations are well signed and uniformed staff will assist you if necessary www.eastmidlandstrains.co.uk www.railcard.co.uk

Heathrow take the Piccadilly line to Kings Cross and get a mainline train to Leicester from their. Or alternatively take the Heathrow Express (very expensive but faster) to Paddington, then take the Circle line two stops to Kings Cross station and repeat!