Keep in mind that it could also be a parasite. When the little guy has a bowel movement, have a good look at it. If it is at all runny or foul smelling, there is a parasite present and he will need to get dewormed. (Typically they administer panacur.)
Make sure you have the proper temperature gradient. This will play a key role in the Leopard Geckos appetite and weight gain. Once the leo starts to eat, you will see a massive increase in the thickness of his tail over the first 30 days. It's always a good idea to snap a photo to visually see the difference. This way, if he isn't gaining weight, you will be able to confirm this with the photo if you don't have a scale. If over a 30 day period he hasn't gained weight, but is eating, he needs to get dewormed.
You also want to add another hide. If he gets too warm and wants to move, he should have a hide he can retreat to and feel secure on the cooler end of the enclosure. If one isn't present, he may stay in the warm hide opposed to coming out in the open to cool off.
How do you know he isn't drinking water? Leopard geckos are nocturnal and it takes them seconds to drink. He may have come out while you were asleep and found the water.
We have a good caresheet on Leopard Geckos in the caresheet drop menu at the top of the page. I say good because I am currently rewriting it and the new one is great.
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