Do you think that joining a leadership club at school will affect your future character?

sure, leadership training is more effective in early stages , about1% or2% of people born as leaders and about98% can trained to be leaders, as this percentage increase in a country ,its future will be hopeful.

Some people are born to be team leaders other learn to do so.
Being given an opportunity to learn and shape your current skills as a team leader is something good.
The better you develop the better you perform.

Definitely!! Nothing creates your character more than early age activities.
It shapes your personality, develop in you lots of skills such as responsibility for the others, working as a part of team, communication skills, people management and many more.
Especially at this stage gained knowledge and experience hugely affect your future attitude and personality and what's more your confidence.