In my eperience the gecko can have pretty much any green leafy vegetable. If you have bugs flying around or insects that are non venmous you can kill them and then feed them to your gecko. Crickets work great. I lived in the country and never had to buy food because of the abundance of insects.
The best choice is to wait until you can go to the pet store to obtain the appropriate food (ie mealworms, crickets or roach nymphs). Feeding geckos insects caught around the home may have serious health consequences. Many geckos will refuse food after being transported so don't worry about the food just ensure the gecko has water to drink.