I live in Florida and live out in a wooded area and as I grew up I noticed roaches that pop up out of nowhere when lifting things up outside . I was wondering if I can use those to feed my gecko .
I would not feed wild insects to a reptile in captivity.
The use of pesticides are very common on residential areas which will be ingested by your gecko, and you have no control over what the insects are eating, so everything eaten by the insect is also being eaten by your pet. Insects carry disease and parasites of their own, so one bad insect and you could find yourself with an expensive veterinary bill for a captive pet.
Farm-raised insects generally have controlled living conditions and diets, so that provides a level of control and consistency that helps assure you aren't feeding something unexpected to your pet. Just be sure to vary the selection of insects you feed them, and gut load and/or dust them with vitamins and calcium before you feed them to your gecko.