Lizards will periodically slough (shed their skin), in a process known as ecdysis. For skinks, the skin - which is made of overlapping scales - will come off in pieces, but for geckos the entire outer layer of old skin will lift and is sometimes shed whole. Normally with geckos the skin will start to lift around the snout and by rubbing against rough substrates (bark, rocks, branches etc.) and pulling with their teeth, they are able to remove the skin themselves in-tact or in large pieces.
Issues with sloughing often occur when there is either a lack of rough substrates for geckos to brush against, or incorrect humidity in the enclosure. Slough which is retained on the extremities (toes, tail tip etc.) - especially over successive sloughs - can restrict the blood supply, and if not treated for several weeks can lead to gangrene and loss of toes / appendages.
Affected individuals can be treated by placing them indoors in a container with damp sphagnum moss and some rough foliage / branches to brush against and aid with removal of the retained slough. This can be repeated 2-3 times a day for 45 minutes at a time until the slough is removed.
To prevent re-occurrence, the enclosure conditions (humidity or availability of rough substrates) should be corrected as soon as possible.