It is in season 3 first episode. Honeymoon's over.
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Leo's first appearance in Charmed was in the first season, episode 3. It's called 'thank you for not morphing.'
I do not know the name of the episode but I am pretty sure there is at least one episode were Leo tickles Piper.
It is the episode 'Just Harried' and it should be on the 4th disc, second episode...
Forever Charmed, the series finale
season 2 disc 1 or 2