Today I learned that you are not supposed to touch a Madagascar Day Gecko.
This is because their skin is so fragile and delicate that even the slightest miscalculation in handling could cause their skin to rip and for chunks to fall off.
Apparently this is not unique to the Madagascar Day Gecko as there is a group of geckos from Madagascar, the fish-scaled geckos, that all do this.
This sloughing of their skin and scales seems to serve a similar purpose to geckos losing their tails, if a predator grabs them they can just lose the skin the predator was grabbing on to. Though it costs them a lot of energy to regrow their skin and they are vulnerable to infection in the meantime.
Sources:
https://www.pbs.org/newshour/science/fish-scaled-gecko-rips-off-skin