an eye cap, this is from not shedding properly. You can do a search on leopard geckos and eye caps and read about. I had one that had this and I used terrimycin(sp.) in her eye for a few days and it cleared up itself.
Sometimes if this is the problem, it can become severe and cause eye damage if not taken care of. I would at least look into it.
Hope the gecko feels better soon 
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Eve
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