I've got two crested geckos and I got them when they were extremely young. If I remember correctly they shed A LOT when we first got them, I guess when they were growing the most. Crested geckos need humidity to help them shed, don't know if that applies to leopards as well.
No problem, in my experience with cresteds that has been the case. I usually spray a little more water into their home if I see them shedding just to help