yeah crickets and other animal products are lethal to iguanas, they cant process it and it causes organ failure. Iguanas are vegetarions so stick to healthy greens like collards, turnip & mustard greens. Green beans, green peppers, squash, sweet potato are all good choices.
I am guessing hes still a baby and could have been sick already when you gout him so a trip to the vet may be helpful.
What type of UVB are you using? Is it close enough, is it blocked by glass or plastic? Whats the hot temp in the basking zone and what is the temp in the cooler area?