When I retrieve my hatchlings from the incubator after hatching, they act "dead" as in they are stiff as a board and don't move or react when they are lifted, then after a few seconds to a few minutes (depending on the individual gecko) they "come to life" and go absolutely bonkers lol. I figured in these cases I've just woken them up after an exhausting hatch.

I haven't seen them play dead at any other time in their lives though, so I'd keep an eye on your little fella just in case.