blue tailed lizards

Question
what to feed blue tailed lizards

Answer
First, there are a number of animals called blue-tailed lizards, so not knowing the species name would make it difficult to answer your question, if not for the fact that all lizards that bear this name in the US eat insects.  Of course, if you bought the animal at a pet store, all bets are off.  

Second, if you have this animal in you possession now, and you do not know what it eats, then you also do not know how to care for it properly.  You should release it in the same spot you found it in, and the quicker, the better.  Reptiles require a lot of special equipment to be maintained in captivity, including controlled heat, UVB light, correct humidity, proper cage furnishings and size, and a correct diet.  At the moment, food would be the least of the little guy's worries.

Just as with a free puppy, there's no such thing as a free pet lizard.  Wild-caught reptiles must be taken to a vet and checked and treated for internal parasites, which will build up to lethal levels in a captive situation.  Expect a basic setup to cost over $120, on top of the veterinary expenses.  After all of that, the animal still might not be able to adjust to life in captivity, and may fail to thrive.

If you really want a pet lizard, your best option is to buy a book on leopard gecko care, read it, get all of your equipment set up, with stable temperatures, and then buy a captive-bred young leopard gecko from a reputable breeder (not a pet store).