Do you know how old this gecko is?

Cresties change colors depending on the temperatures and mood. So you may have seen the gecko all stressed out when you purchased him, and now he is showing his normal colors.

Make sure the temps are okay - between 70-80. If you pick him up does he jump or is he limp?

If you are really concerned you may want to call the breeder you purchased him from.

I'm sorry I'm not more help, but it sounds like he's just settling in to me. (but I'm not an expert on cresties) I have 5 myself, and have found them to be extremely hardy animals. Usually they are only at their bright colors in the evening or when stressed.