So long as the tail is about the same thickness as the neck, you gecko is fine. Some geckos are naturally thinner then others. Diet can play a big role as well. This pic of Gilean is from when he was roughly 4 mo.

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Official Leopard Gecko Freak
My husband can barely keep me from bring home every one I see!
1:1 Leopard Geckos - Gilean and Aurora
2:0 Cats - Troi and Mitsu (shhhhh...don't tell them they're neutered!)
1:0 Husband - He's more work then all the others combined! Just about eats me out of house and home...but I love him anyway!