Geico makes me think of the mascot and the mascot is a Gecko. Therefore, I also second the Gex series (however to my knowledge I doubt they were released for PC, instead having been on the N64 and maybe other consoles of that time.) However, Geico also is a car insurance company so I'm thinking it's a racing series of some kind
Gex certainly was ported to PC. I remember playing the demo (cementary, lots of Frankenstein-like geckos).
I'd certainly buy it for nostalgia sake :)