4" is a young leopard gecko and their tails should still look fairly thick. If yours looks thin most likely it has not been fed properly by whoever you bought it from (not sure if you bought from a petstore or breeder). If he is active and eating fine, he should be alright. Offer him gut loaded insects, I would say as much as he can eat in about 5 minutes and if possible offer them twice during the night (maybe about an hour after he wakes up in the evening and first thing in the morning, if he is still active when you get up.) If not possible to feed him twice during the night (with about 4 hours between each feeding) leave a bowl shadow enough for your leopard to get into (or partially bury the bowl into the substreate or have a sturdy rock/log against the bowl so your leopard can look into the bowl and grab the crickets. The bowl should be deep enough the crickets can't easily jump out of (crickets should not be bigger than the space between the leopards eyes). A ceramic crockpot type bowl works well, you can get them at dollar stores cheap (I pay $1 CDN for two of them at Dollarrama), the kind with a flat bottom and scalloped sides, about 2-3" diameter and inch and a half high.
In addition to crickets, try offering some waxworms (though normally not a good insect food to offer other than a treat, due to their high fat content, they will help fatten up your leopard). Mealworms, superworms and silkworms can also be offered.