Leaving lamps plugged in does use electricity, but it is a very small amount. The average lamp uses about 60 watts of power. If you leave a lamp plugged in for 24 hours, it will use about 1.44 kilowatt-hours of electricity. The cost of electricity is about $0.12 per kilowatt-hour, so the cost of leaving a lamp plugged in for 24 hours is about $0.17.
However, there are some things to keep in mind. First, if you have a lamp with a light bulb that is not LED, it will use more electricity than a LED lamp. Second, if you have a lamp with a dimmer, it will use more electricity when the dimmer is turned up. So, if you are concerned about saving electricity, you should unplug your lamps when you are not using them.