He IS itty-bitty, but that doesn't mean he can't put on some weight...if we pin-point the problems ASAP...and become a fat, happy little guy...
Like everyone said, a good herp vet is the best way to start. Parasites are extremely common in pet store animals and for the most part, very treatable. Now until he gets to the vet...
Cool! Paper towels are good. You're going to need 2 thermometers in his cage. One for the "warm side" and one for the "cool side". ** If temperatures are inadequate, the gecko will not want to eat, his digestion and activity levels will be inadequate, and the tank will be a breeding ground for parasites, etc. Try to give him privacy to destress. Keep his tank out of high-traffic areas and away from windows. Try not to handle him.
I'm referring you to one of my favorite care sheets (thanks to Marcia @ Golden Gate Geckos) Read EVERYTHING on this care sheet and try to get his set-up up to par:
www.goldengategeckos.com/care.html
Check out info online -- try a search of old threads in this forum and look-up Leopard Gecko info on search engines.
Here's another decent site to get you going:
www.drgecko.com
There's also info on there about how to safely transport your little guy to the vet (heat/cold packs, etc.)
Lastly, here are some pictures of an emaciated baby gecko that I received as a rescue. I believe he came from a pet store too. I was shocked that he had been sold so young! With the right care, he perked up and started eating like a champ:


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Too many Leos
1.0 feline "Spot"
0.1 canine "Tika"