First, change of improves weft noted after iron therapy is initiated –
"When specific iron therapy is given, patients often show rapid subjective improvement, with the disappearance or marked diminution of fatigue, lassitude, and other nonspecific symptoms (e.g. irritability). This response may occur before any improvement in anemia observed" Wintrobe's

The earliest haematological evidence of response of treatment is an increase in the percentage of reticulocytes and their hemoglobin content.

So,

Overall earliest indicator of improvement → decreased fatigue, lassitude and other nonspecific symptoms
Earliest haematological evidence of improvement → Increased reticulocyte count.
Decreased irritability
Reticulcytosis
Increase in serum iron levels
Replenishment of iron stores