Does socialism lead to communism?

That sounds like an idea that Fox News would promote to make you think that if Bernie Sanders got into office then America would become the USSR. The USSR wasn't communist and they arguably weren't socialist. However, if you believe that the USSR was socialist (like Fox News would like you to believe) then it's a clear example of how socialism doesn't lead to communism.

If you think that the USSR was communist then you don't understand what communism is. In communism there is common ownership of the means of production and there are no social classes, no money, and no state. The USSR was clearly no communist.

Are socialism and capitalism mutually exclusive?

Capitalism = private ownership of the means of production

Socialism = social ownership of the means of production

So in that sense, they're mutually exclusive.

I have the feeling that you think things social security, free healthcare, etc, are socialism. They're not even though Bernie sanders would give you the impression that they are. Bernie is a social democrat not a democratic socialist. A socialist advocates for social ownership (i.e. the workers own and democratically run) of the means of production. Bernie Sanders has said nothing along these lines, instead he promotes a wealfare state, which makes him a social democrat.