I've been having fatigue & muscle pain. I recently had a virus so I thought this was Lyme but my doc suggested a thyroid test. Should I be concerned?

Maybe Lyme. It wouldn't hurt to test thyroid. Some of those symtoms could be lyme, but I would consider it more likely if you have had exposure to outdoor grassy or wooded areas, gardening, have outdoor pets, had a recent tick bite or rash, or if symptoms come and go over several weeks/months.
Listen to your Dr. Your doctor seems to have a good approach. Start with his/her advice. If thyroid is normal, your doctor might want to refer you to a rheumatologist.
It depends. On the result of the thyroid (hopefully tsh) blood test. Their are many reasons for fatigue and muscle pain.