we need more info, what is your set up like? need to get the husbandry info to see if that is the problem
for now I would see if the skin is loose enough to peel off but only if it comes off very easy! the lethargy and thin state of the gecko is more of a worry to me then the shedding issue. how is the appetite? geckos usually eat the skin when they shed, so a day or two off food is ok, but if the gecko isn't eating regularly there is a bigger issue brewing!
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hanging out under heat lights burns up my brain cells!!