Can you post a picture? What I would do is soak him/her for about 15-20 minutes-it wouldn't hurt to put some pedialyte in the water (like half and half-if the pedialyte is cold from the fridge add it to hot water to cool it off). You want the water to be not freezing cold but not hot to your touch - I would say on the cooler side to your touch but not cold. I have a big tupperware bowl with wholes punched in the lid, so maybe you can make something like that. Put a paper towel (folded in half then half again) in the bottom. Put enough water to maybe cover his legs. Also, if you place the bowl on a heating pad it will add more humidity. The idea is to get it humid. After 15-20 minutes, take a towel and gently grab your gecko with the towel around the front legs/chest area also keeping the rear legs kinda tight in your hand, just so he doesn't wiggle away (don't pull the tail). He should be wrapped enough in the towel so just his head is sticking out, but don't strangle him. Be gentle because if he's a baby he's quite fragile and skittish, move slow (but be ready to move fast if you have to). You might want to have someone on hand with another towel to catch him if he gets away. Take a warm water moistened Q-tip or cotton ball and try to gently roll the skin off of the eye. Watch out he's gonna move all over the place-keep a fairly tight grip, if you go slow he might realize your trying to help and be still for a while. See if any skin comes off the eye, if so, repeat the process in like 12 hours. If it seems like its helping do the soak once or twice a day. However if your gecko is really, small you may just want to take him to the vet to be on the safe side. If he's okay with being handled he should do fine.
If anyone sees something wrong with this please correct me. But that is what I would try to do. 