I'm guessing that the gecko is still a baby. The best thing to do is to leave it alone as much as possible for the next couple days. Once he/she has gotten used to the new surrounding, you can put you hand inside the cage near the gecko. Keep inching your hand closer to the gecko, stop if it starts to hiss and scream at you (as babies are prone to do). Once you get to the point that you can have your hand right next to the gecko without it freaking out, you can try to bribe it with a worm. Either hold the worm with a pair of tongs in a place where the gecko has to walk into your hand to get it, or place the worm in your palm. Don't worry if it goes for the worm and gets you instead...it's not attacking you, it won't hurt at that size, and the worst thing you can do is jerk your hand (which is scary for a little guy). In time, it will associate your hand with good things and will happily walk into your hand - especially if there is a worm there. Even once you reach this point, sudden movements with you hand can make your gecko freak out (it thinks it's a predator). It's best to handle babies as little as possible for the first couple months because they are so prone to freaking out. As they get a bit older, they will calm down and you can work on the "hand training". It will take time...but it's well worth it. I've been working on mine for about over month, and they're both getting to the point that they don't freak out about my hands very often.
As for getting a gecko for yourself, be sure to do all the research you can before getting a gecko. Have the tank set up and running properly before bringing it home. I absolutely love mine...as do the rest of the people here (I'm sure). They're great little reptiles, comparatively easy to take care of, and well worth the effort you put into it. You might want to get a gecko that is 3 - 4 inches in size, so you can still enjoy raising a baby, without all the hissing and screaming.
