Nuclear reactor is a device in which nuclear chain reactions are initiated, controlled, and sustained at a steady rate, as opposed to a nuclear bomb, in which the chain reaction occurs in a fraction of a second and is uncontrolled causing an explosion.
Conventional thermal power plants all have a fuel source to provide heat. Examples are gas, coal, or oil. For a nuclear power plant, this heat is provided by nuclear fission inside the nuclear reactor. When a relatively large fissile atomic nucleus (usually uranium-235 or plutonium-239) is struck by a neutron it forms two or more smaller nuclei as fission products, releasing energy and neutrons in a process called nuclear fission. The neutrons then trigger further fission. And so on. When this nuclear chain reaction is controlled, the energy released can be used to heat water, produce steam and drive a turbine that generates electricity.
Using lead as the liquid metal provides excellent radiation shielding, and allows for operation at very high temperatures. Also, lead is (mostly) transparent to neutrons, so fewer neutrons are lost in the coolant, and the coolant does not become radioactive. Unlike sodium, lead is mostly inert, so there is less risk of explosion or accident, but such large quantities of lead may be problematic from toxicology and disposal points of view. Often a reactor of this type would use a lead-bismuth eutectic mixture. In this case, the bismuth would present some minor radiation problems, as it is not quite as transparent to neutrons, and can be transmuted to a radioactive isotope more readily than lead.