Laura,
During pregnancy the demand for iron does increase, so it's best to have an iron panel done to see if your iron stores are low before taking iron. Hb level alone is not enough to determine iron deficiency in thal minors, and the Hb does commonly drop in thal minors when pregnant. As long as it stays above 8, it usually poses no problems other than the tiredness low Hb causes. You should be taking a high dose of folic acid daily, 2-5 mg, as this can help your Hb level. Most doctors will not be aware of this and may prescribe up to 800 mcg, which is insufficient for thal minors during pregnancy.
There are issues doctors are not aware of in pregnant thal minors. Some thal minors will develop clotting disorders during pregnancy and this can cause miscarriage. One thing you can do to help avoid the clotting is to take 400 IU natural vitamin E daily. Do not use synthetic vitamin E. Natural will say d-alpha tocopherol and synthetic will be dl-alpha. Some doctors may prescribe a baby aspirin daily, but E is preferable, as it is also a powerful antioxidant.