Sounds like a swift, also known as a spiny lizard or a fence lizard.
Initially, I suggest releasing it back into the wild for several reasons:
1.) it was born in the wild, and belongs in the wild.
2.) swifts are often heavily parasitized, and rarely acclimate to captivity anyway.
3.) they are also very fast and skittish, and prefer not to be handled.
However, if you are absolutely bent on keeping it, you will need a heat lamp (approx 40-50 watts) and a UVB light of some kind. These lizards need both of these lights to survive.
You can keep them on almost any loose substrate, as they like to dig and burrow. I suggest aspen shavings, or cypress mulch, or simply loose dirt. They also like to climb so throw a few sticks in there.
They eat small insects mostly, so appropriately-sized mealworms and crickets should be fine.