The number one thing that I would get is the Leopard Gecko Manual. This book helps you out with the care questions that you would have.
As far as what the necessities for a gecko would be.
An aquarium- 10 gallon aquarium is perfect for 1 gecko. If you are looking into getting more than one then a bigger tank is necessary. You will need a screen top to protect them.
Heat source - An under the tank heater is the best that I have experienced for leos.
Temperature controller - You should have a rheostat or a thermostat to make sure that your gecko is not getting too hot.
Substrate - if you are getting a baby gecko then paper towel is the best.
2 hides - you need a moist hide and a dry hide. I use those plastic sandwich containers. the moist hide should contain some sort of wet substance. (Examples paper towels, peat moss, etc.)
2 dishes - one for water and the other to put mealworms in.
1 gallon milk jug lid - you will need to put calcium powder for the gecko to get it's needed calcium.
That should get you started. The leopard gecko manual will explain the rest.
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My Geckos