Dear MamaAwna,
Welcome to thalpal. My first thought is that the doctor who put you on an iron supplement may not be fully knowledgeable of thalassemia minor. Unless if one is iron deficient, the iron will not increase your hemoglobin levels: rather it can be harmful to you. Unless if you are truly iron deficient an iron supplement is not good for you - of course during pregnancy our iron requirements may be higher so it is ok to take whatever level of iron is contained in prenatal vitamins.
A healthy diet and good supplements, which are listed in the vitamins and supplements section of the forum are good for you - however considering that you are pregnant you need to be aware of which vitamins may not be good during pregnancy - and a general prenatal vitamin may be best.
You are right to have your husband tested for thalassemia and sickle cell anemia, and hopefully he will not be a carrier of either. It is good that you are aware of your own thalassemia status so that you can have your husband checked. In the unlikely case that you are both carriers, your child may still not have thalassemia major or thal/sickle because there is only a 25% of that happening - meanwhile there is a 75% chance of everything being fine.
It is great to plan ahead and be knowlegeable, but I would not worry about anything at this point - most likely everything will be fine. You are making good choices by checking everything ahead of time.
We are all here to support you during your pregnancy and for any other thal minor concerns you have as well,
Congratulations on your pregnancy and best wishes
Sharmin