I've had my iguana for about 3 months,he's been eating since 3 days ago how do i get him/her to eat?

he/she is about a foot to a foot and a half from head to tip of the tail.i dont know if it a boy or a girl.it's got a heat lamp and a night time lamp. also does it matter what kind of bedding you put in the bottom of the cage?i give him/her fresh food and water every day.it will only eat romane lettuce nothing else.its the only one i have.i have it in a tank is that bad?i've tried giving it green beens and squash it wont eat it.its also shedding what should i do about that?also it wont/cant open one of its eyes.should i be concerned?