Hi Sid,
Although it is not written to the lead record, the lead's
user agent string is recorded as part of Visit Web Page and Fill Out Form activities (and maybe others; feel free to add to that list).
You can see this by double-clicking on a Visit Web Page entry in the Activity Log, and viewing the detail popover. See the screenshot below for an example.
This user agent string does identify the lead's browser, but it is pretty clunky. There's a huge variety of user agent strings, and there's a lot of information in there. Pasting the whole thing into
http://www.useragentstring.com/ can yield some insight, though.