What species of gecko? There are literally hundreds of different species available in the
pet trade, all with different needs. Some need UV light, some don't. Some are nocturnal, and some diurnal so heating methods are different. Some need humidity, some are desert animals... the list goes on.
Anyway, what I can cover is that it is normal for them to take a time of a week or two to adjust. Sometimes this can mean they stop eating, sometimes it can mean all they do is hide. Some don't seem affected by a new environment at all. You can try different food types.
Meal worms, wax worms, earth worms... some geckos even like to eat fruit baby food.
The pebbles you have, are they big enough for your gecko to possibly swallow? Most geckos are not real great at catching crickets. They often dive and get a mouthful of substrate - if maybe ate a pebble it may be blocking him up and can cause lack of appetite and should be treated by a vet immediately.
The changing in color could mean that he's about to shed his skin.
Rav
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The dress you never wore, on the day we never met
The name I never whispered, as it echoed in my mind
The man I never was, the sweet thing that's not mine.