Thermostat Probe?

What do I need a probe for?I have one on my thermostat but I didn't put it in the cage.

the probe on a thermostat reads and relays the temp back to the thermostat so it can adjust your temps ..
If you are using the thermostat currently without the probe in the cage your temps are not being adjusted correctly and is potentially dangerous

I am using the probe now,but what about my leo's cage?I am using one thermostat for two cages.

For you to safely use a thermostat on two cages they must be set up exactly the same IE same wattage heater in the same place et... and the inhabitants of the cages need to have the same temperature requirements

They do...I use a Kaz human heat pad and a four paws heat pad

That is a bad bad idea... You are using 2 different heating devices... You need to buy another one of one of those 2... Let them both goto room temp and then turn the heat on the thermostat..