(leiningen v 2.5.1)
Leiningen compile seems to be doing absolutely nothing, even with a new project. My steps are
lein new default foo
cd foo
lein compile
ls | grep target # nada
lein jar # does create a target, but with an empty .jar. Still no .class files
EDIT
I also tried with the :all :aot flags, still no dice.
What next?
You need to add :aot :all into your project.clj (Note, you have it vice-versa in your edit). After that compile task will compile all your namespaces. You can also name only those namespaces you want to compile.
As a side note, also in resulting jar the Clojure namespaces does not need to be in compiled form. This is the role of :aot key to control which namespaces will get compiled.
Have a look in your project.clj file. You will see there is very little there. The lein command your using to setup the project is a bare minimum definition. It has very little in it. You might do better with the 'app' template to start with. You also need to look at the lein documentation to see what goes into the project.clj file. Google for some lein templates to see what other templates are available. I would then select one and an initial simple project to play with.
Note that you don't need to run lein compile to just get started with clojure and writing some codes/expressions to play with - run lein repl instead.
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