Hopefully you can bring the little guy back. I am watching my leo's now and I'm still fascinated while watching them eat. Some people think they are called 'leopard' geckos because a normal is yellow with spots. Watch them hunt and then you'll know why they are called 'leopard'
Do the soak. Does it seem to have bowed legs? You can put some calcium on it's nose and it should lick it up. Also try the worms as suggested. Leo's generally only eat things they can see move. If it can't see then presenting it with something in front of it's face may not help.
They have eye caps just like snakes. Do the eyes look bulging? Make sure you keep it on paper towel at this point. No bedding or sand. Fresh water will be key at this point also.