Chief among the Æsir is Odin, as to who this may be for the Vanir is unsure.  Some accounts acknowledge Njord as their leader, who, after the war – along with his children Frey and Freyja – is given as hostage in exchange for Hœnir and Mimir.  A trade the Vanir came to determine as being unfair.  Another possiblity for cheiftain could be Gullveig.  From this narrative she appears to be the first Vanir to encounter the Æsir.  At the very least her role would be that of emissary.  The ill-treatment she received would certainly explain the hostility and subsequent First Great War.