Same here, and the kids also marked up the leather with ball point pen.
Use your regular hair shampoo with water and a smooth cloth like a J-cloth. It removes odor, pen marks and has the smell from the shampoo. After the smell is gone use leather conditioner. Test first in an inconspicuous area to make sure your shampoo does not strip out the color.
Make a few cheese cloth bags with activated carbon found at Walmart in the pet fish isle and place them around the interior where the kids can't find them.