No you will not have to deliver early. It depends how low your thyroid is for what it means to you. If it's low enough you will need medication if not just monitoring. It depends how far along you are for what it means for your baby. After the first trimester babies own thyroid should be functioning and not reliant on you anymore so your low thyroid isn't much of a risk for baby. Before then low thyroid can cause miscarriages, but if you are properly medicated it will take care of the problem.
I'm 30 weeks he put me on meds so I think it pretty low