In most places it is illegal to keep wildlife as pets for a multitude of reasons. I understand its one gecko but the law is in place for a reason and if everyone decided its one gecko then what would happen. Not to mention the stress on the animal.
"Oklahoma Statute Title 29, §4-107 is the law responsible for regulating possession of wildlife or exotic animals either as pets or as a commercial venture. According to this state law, no one can possess, breed or raise any wild animal without first applying for and receiving a license or permit from the Director of the Oklahoma Department of Wildlife Conservation."