After initial installation according to instructions in handbook, you have to edit /var/unbound/unbound.conf and to add module-config: "iterator" to server section there, so it looks similar to
server:
username: unbound
directory: /var/unbound
chroot: /var/unbound
pidfile: /var/run/local_unbound.pid
auto-trust-anchor-file: /var/unbound/root.key
