It isn't possible to dye leather a lighter color. And only certain types of leather can be dyed darker. Usually shoes can be dyed to a darker color since they're commonly made from a vegetable tanned leather. Your other options are paint. There are a few leather paint options on the market. NuLife comes in a spray can and goes on rather well, but has a tendency to crack and fall off and you can never really escape them looking painted. Angelus is a bit more expensive and you have to paint it on with a brush, but it stays on better and looks more like the shoes have been dyed. The trick is to do it in several thin layers and to use the finisher that they sell to seal everything.
If you want to re-color a leather jacket or something, that's a whole different ballgame. These types of leather were never meant to be re-colored. I have, however, successfully changed a grey pair of leather pants to black with the use of a magnum marker. Took a long time, but 10 years later, they're still black.