Since you didn't describe how you are keeping them, it's difficult to trouble shoot. I no longer work with leopard geckos, but I do work with African fat tailed geckos. I'll describe how I get hatchlings started, as this will work with leopard geckos as well.
First, I set them up individually in very small containers. I use the plastic sandwich-sized disposable food savers. Using a small keyhole saw, I punch an air hole on two opposing sides, and use hot glue to cover them with aluminum window screen. This is an important step- they need air flow to prevent the containers from becoming wet and stagnant. I place the gecko, a small piece of damp paper towel, and a tiny water dish such as a Gatorade cap into the container. The container sits partially on heat tape on a rack- the heat is important to getting them started. They should have a warm spot of 90-92f or so.
I do nothing until they shed, other than check on them. No handling or playing with them.
When the gecko has colored up in a few days, I will know it has shed, and it is time to feed them. Personally, I like to start them out on tiny dubia. They eat them readily, and I feel that this helps prevent them from refusing dubia later in life. I count out four or five dubia, and I count them each day, to monitor whether they have eaten. I also watch for poop. A healthy hatchling should begin eating within the first few days of being offered food, although I occasionally get one that is slow to start. One common reason is the prey insects hiding in the paper towel. If this seems to be preventing them from eating, I switch to a different cover item, such as a small section of paper plate, so that the insects cannot hide as easily. Increasing the temperature may also be necessary, but it is important to only have part of the container on the heat tape, so the gecko can retreat to the cooler side if needed.
I have also had good luck starting them on lesser mealworms, which are the larva of the buffalo beetle. Small mealworms and superworms have had mixed results when offered to hatchlings. I avoid crickets until they are well started, so as not to make the geckos dependent on them.