Wikipedia renders multiple stages of decomposition as the common heptahydrate is heated. Based on the data summary at the beginning of the article and the quoted passage below, the anhydrous salt is obtainable between 300 and 680°C. A lower temperature, starting at 60-64°C, gives the monohydrate. An oxygen-free atmosphere is necessary to prevent iron oxidation to Fe(III).
On heating, iron(II) sulfate first loses its water of crystallization and the original green crystals are converted into a white colored anhydrous solid. When further heated, the anhydrous material releases sulfur dioxide and white fumes of sulfur trioxide, leaving a reddish-brown iron(III) oxide. Decomposition of iron(II) sulfate begins at about 680 °C (1,256 °F).
$\ce{2 FeSO4 → Fe2O3 + SO2 + SO3}$