From what I've heard, rather easily! For some, all it takes is a good scare. Or getting stressed. And they drop it !! Others had unfortunate accidents with cage doors. Or cats chasing them.
I have read an article once that said that most (if not all) adults that were observed in the wild didn't have a tail..
When those tails do come off, they writhe around wildly for a few minutes.The wound heals fairly quickly, but unlike most other geckos, the tail won't regrow. They will just have a tiny stub..