venomous--no. the mouth and lips are sensitive and it doesn't really take much to get a little swelling in that area. i would image those little teeth clamping down on your lip would irritate it quite a bit. the itching could have been caused by the irritation, or maybe even from some of the geckos saliva getting into the pricks made by the teeth. you did the right thing by cleaning it with alcohol--you could probably also rinse with listerine or something similar.

how does it look now? has the swelling gone down and/or is it still itching? you could have even had a slight allergic reaction just to the saliva getting into your lip or something...