What kind is my lizard and how do I take care of him?

I caught a lizard the other day, he is supper cute, and very well behaved(: I guess you could say. He just sits on my thumb when I type, in fact he is right now. The problem is, I've had him since Friday afternoon and he isn't eating anything, I'm not sure what type he is, (I'm from Western Kansas if that makes a difference). He is very small so he may be a baby or he may just be a small lizard, I honestly don't know.I tried giving him dead flies, then live ones and then talked to a friend who has a pet lizard and she gave me some live crickets that she feeds hers and he wont even eat them. If he doesn't eat soon I am afraid he will die :( I guess I don't know what to do!! Just need help or an idea of what I can do, before it's too late to save little Willie!!:/