I have started playing volleyball recently, and I fully admit I don't know the rules of the game in great detail.
Recently when we were playing, one of us played the ball with their leg and then another player continued the rally. Is this a foul?
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According to one LiveStrong.com page discussing legal and illegal volleyball hits:
Recently Updated Rules
Contacting the ball with any part of the body below the waist used to be illegal. When the ball hits any part of your body, including the leg or the foot, it constitutes a legal hit. Another USA Volleyball rule update for the 2010 season slightly changed the rule regarding physical support for a teammate. Previously you couldn't get a teammate's help to reach a ball. Now you can't get a teammate's help to hit the ball, although it is still legal for a teammate to stop you or hold you back from touching the net or crossing the center line.
According to another site, volleyball rules state:
The volleyball may touch any part of the body.
Finally, from the official USA Volleyball site, the 2009-11 US domestic indoor rules state:
9.2 CHARACTERISTICS OF THE HIT
9.2.1 The ball may touch any part of the body.
Similarly, the 2011-12 FIVB international rules state:
9.2.1 The ball may touch any part of the body
So for all major indoor court competitions, rule 9.2.1 permits hits by any part of the body.
For beach volleyball, FIVB has a similar rule in the 2009-12 rules:
13.4.1 The ball may touch any part of the body.
So by the currently available rules, players can legally hit the ball with any part of the body.