I've been using Calcium Sand in my leopard gecko's vivarium for several months now. In every pet shop we've been in since, I've noticed they too use the same in their gecko's tanks and recommend it, too.
Calcium Sand is edible and doesn't create problems with their digestive system. I haven't noticed any problems occuring - he seems happy and lively. I've read on a website that calcium sand is bad as it encourages the gecko to eat it (being 100% edible) but when we first got our gecko a few months ago, we had to put him in a tank with playsand for an hour or so while we bought some calcium sand and when we returned home, we noticed him licking it!!! However, since we changed it to calcium sand we haven't noticed him doing this at all and we keep a close eye on him. He seems a lot more lively too since we changed his substrate.
Of course, if any problems did occur then we would change it immediately but so far, so good

I think it entirely depends on the gecko and which substrate it's been kept on in the past. I hope this helps.