Welcome!
Best thing to do first is pick up "The Leopard Gecko Manual" last I checked it was less than $5 on Amazon and at most bookstores. It is a tiny book, but even us "old timers" still use it and consider it a bible of sorts. Really, pick up the book and it will answer almost everything you will ever want to ask. We are really big here at helping you get set up BEFORE you get the animal, congrats for doing that, but really, I can't say enough about this cheap little book.
Quickly in the meantime: geckos can live their whole lives in a 10 gallon, we grew a girl a little bigger than normal and moved to a 20 long, but it is not strictly necessary. As for feeding, it will depend on the size of your leo. You will start out at about 4-5 crickets daily for a baby and as it grows have to increase usually up to about 10 a day until the gecko can move onto the next size up crickets and then you are back to 4-5 a day. Abruptly one day, your gecko will hit adulthood and will probably only need 3 "large" crickets every 2 to 3 days.
UTH (under tank heater) is really important. You'll find them at every pet store and the packaging will tell you the appropriate size for your tank. I have experimented with incandescent light with UVB and normal light and can tell you there is a very real difference between the two. I will only go with lights with UV for all my geckos. Most people forget that, although these are "nocturnal" geckos, in the wild they are active at dusk and dawn and do "see the light" so UV can offer some benefit. This is obviously only my opinion from my own in house experiments. For a 10 gallon tank at normal room temp (not in a basement) you can usually reach the right temps with a 40 Watt bulb.
I've had both males and females, I can't say there is much of a difference, but there is definitely a difference between geckos' personality. What is most important is handling, a poster here, Olystn has a great method to turn any leo into the tamest thing ever. If you use his method, you'll get a gecko that freely climbs up your hand when you place it in the enclosure... of their own will... ok, and occasionally when you are trying to clean their water bowl and you haven't spent enough time with her... or maybe that is just mine. 
Again, Welcome, ask away, we want to get you all set up for your new little addition... This picture is old, but how can you not fall for a face like this? Good luck.
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0.1 Albino Leo Gecko
0.1 Crested Gecko
1.0 Dear Boyfriend
Departed: Harvey and Spock
