What are the side effects if your car has exhaust leak?

If the exhaust leak is allowing the fumes to come into the passenger compartment of the vehicle then you could very well get carbon monoxide poisoning. Very bad headaches, dizzyness, nausea, apathy, loss of consiousness which will cause an accident, and from prolonged exposure without relief; death. Fix the leak. If it is not coming into the passenger compartment then it will cause excessive noise and probably get you a ticket. Fix the leak.