Give him a place where he can completely hide from you.. A 12 inch long A-shaped card board tepee will do fine. 12 or 14 inches long and one or 1 1/2 inches tall is good for a baby. Keep it out of the hot zone.
Like SusanD said, he will likely be intensely afraid of you for at least one or two months. You have to make him see you at least twice/day. Then if you learn the taming procedure, it will probably take another year before he willingly lets you pick him up. a small percentage of iguanas seem totally unable to let themselves be tamed. IMO most of those were just tamed improperly.