From Leopard Gecko Wiki
A hide is a shelter that your gecko can hide in or under, or lie on. There are many different hides to choose from. A proper hide should provide shade, and give the gecko a feeling of protection. There should be at least two hides in a vivarium, one should be in the warm end of the tank, and the other in the cool end. You can also provide a gecko with a Humid Hide to help with the shedding process. You can even make your own custom hides to suit your gecko's needs. Avoid heat caves or heat rocks because they can severely burn your gecko.
Choosing a hide
Hides come in various shapes, sizes, colors and designs, but some hides are not a good choice. Paper towel rolls work great with leopard geckos because they have two entrances, and typically block all light. Another choice is to use an empty plastic dish or deli cup with an entrance hole cut in it. You can also use a naturalistic hide (Found at many pet stores) as they work well too and look better in the terrarium depending on the surroundings. Don't use fish tank decorations, because they are frequently too small and there is a risk of your gecko getting stuck.