-- 1. Self Join --
SELECT a.user_id
     , a.login_dt
     , MAX(b.login_dt) leg_dt
  FROM t a
  LEFT OUTER JOIN t b
    ON a.user_id  = b.user_id
   AND a.login_dt > b.login_dt
 GROUP BY a.user_id, a.login_dt
;

-- 2. @변수 사용 --
SELECT user_id
     , login_dt
     , lag_dt
  FROM (SELECT user_id
             , login_dt
             , CASE WHEN @id = user_id THEN @dt END lag_dt
--             , IF(@id = user_id, @dt, null) lag_dt
             , @dt := login_dt
             , @id := user_id
          FROM t
         ORDER BY user_id, login_dt
        ) a
;

-- 3. 스칼라서브쿼리 --
SELECT user_id
     , login_dt
     , (SELECT login_dt
          FROM t b
         WHERE b.user_id  = a.user_id
           AND b.login_dt < a.login_dt
         ORDER BY login_dt DESC
         LIMIT 1
        ) lag_dt
  FROM t a
 ORDER BY user_id, login_dt
;