We had a fattail with the same problem. The vet said it was probably from either rubbing his lip on the side of his enclosure or from hitting the glass while trying to snag a cricket. The vet removed it and gave us antibiotics for the little guy and he is now fine. I suggest taking your gecko to the vet to get it checked on incase it is something more serious. I would also have him do something about the toe before it drops off.
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2.0 Leos (Spot - Normal but oh, so sexy; Jessie - hypotang)
3.2.4 Fattails (Henri, Suwannee, Valencio, Dixie, Isis, Zipper, Pheonix, Hissy, and Snickerdoodle)
0.0.1 redfoot tortoise (Sherman)
0.0.1 sulcatta tortoise (Tinacious aka Tiny)
1.1 Dogs (Zubin and Brenda)
0.1 cat (Mimi)