In my opinion, wait until it has had its first shed and is eating. Then you can pick it up gently and hold it inside its enclosure. It may hiss, which usually startles the person picking it up, but I don't think there's anything wrong with getting it used to being held from the beginning. When I was breeding and selling leopard geckos, one of my selling points was that these geckos had been handled every day. Be aware, though, that there are some geckos that just never like being held, even with regular handling.