well first once you get your cute new leopard gecko. Leave him alone, Let him get used to being in there new home, After a week or so try to pick him up. (Good luck with that!) Lol just kidding, Some babies will let you hold them right out of the gate..others...Turn in to tag wagging monsters of DOOM...*well they want you to think that* however Place your hand down Near the gecko. if he runs away Fine, tail wag? ..fine, he will start to walk again. Just keep your hand still. Sometimes they will come over Let them walk on and off. Dont move! Sometimes you can take your hand place it under the paper towel and kinda walk them in to your other hand. Just hold them often or even being around them they will know you don't mean them any harm. good luck
My leopard gecko was the same way when I first got her, baby geckos seem to be more skiddish than normal, seeing as they aren't used to large monsters sticking there hands in the cage. The best way to go about it in my opinion is to just give it some time, stick your hand in occasionally and let him study it, and get used to it. You can also try hand feeding, if they can associate you as a source of food, it should build some trust between you and your gecko.
I wouldn't feed with your fingers, they could associate fingers with food and take that as a sign to bite or to get ready to. If I am "hand feeding" i use tweazers and I will also sometimes tap on the glass a little with them and they know it's time for food, like a dinner bell.
I guess it depends on the gecko, mine has no problem differentiating between my fingers and insects. And she's got pretty good aim, she's never bitten me in the process of me feeding her, or handling her. Every gecko is different though, so find out your geckos preferences, likes, and dislikes. And I'm sure your gecko will come to trust you