Substrate is what is put on the bottom of the tank. There are many different substrates available but only a few are good for leopard geckos.
The most widely used and accepted is papertowels. Papertowels are the safest and cheapest substrate. They are easy to clean and replace. If you have a gecko under 6 inches you must have it on paper towels. Almost all breeders use paper towels on their hatchlings and a lot of people use them on adults.
Paper towels, even though they are safe don't look that good so many people choose to use sand. Sand looks good but it can be very dangerous. Geckos under six inches can eat the sand and die from impaction. Impaction is when something is eaten and instead of passing through the digestive system stays in the intestine and prevents the gecko from eating or digesting. Impaction can only be helped by a visit to the vet. If it is noy caught early it is usually fatal. There are several brands of sand on shelves. "Calcisand" claims to be digestable, which it is not. "Calcisand" is very expensive. "Repti Sand" is suppose to be finer but it can still cause impaction. Play sand available at hardware stores is the cheapest but is usually coarse. All sand is dangerous. If you must put your gecko on sand make sure it is over six inches long. Adult geckos are less likely to eat the sand. Juveniles will almost certainly become impacted.
Bark is a very poor substrate for leopard geckos. It is hard to clean and can mold easily. If it is ingested, bark is almost always fatal. Bark will also raise the humidity too much if it gets wet. Bark-like substrates such as "Bed-a-beast", "eco-earth" and corn or crushed walnut shells are very poor substrates.
"Lizard litter" is a bad choice for a substrate. Desert-blend claims to be digestable but it is not. One of my geckos died from impaction and intestinal bleeding caused by this substrate. It is made up of crushed walnut shells which are very sharp and can easily puncture a geckos intestines.
There are brands of astroturf available for substrate. These usually come pre-cut and are washable. Most astroturf is too rough on a leopard gecko's underside. A gecko can also catch its toenails and jaws on it. The fibers can fray off the ends and be ingested, resulting in impaction. I personally haven't seend this happen. One brand, "ZooMed Repti Cage Carpeting" is softer and much more suitable for leopard geckos. There is a small risk of toes being caught. This is a good substrate for geckos over six inches long.