Yes it would. Leyenda is a "female" word and the article for it has to be female to be gramatically correct.
It's possible some people have nicknames with "discording" article and name, with the article referring to the person, would signify like "Mr. Nickname". An example of this would be a football player called "El trenca" (trenca = trench coat), because he wore trench coats, it means something like "the trench coat guy".
If your objective is to say you're a legend, "la leyenda" is the way to write it.