If he does pull away or seems uncomfortable with holding hands, STOP, and whatever you do, don’t seem offended. If you do, he may feel like you are mad at him because of his opinion and that is not a good situation. You may apologize, or just slightly nod, and show you understand.
Holding their hands and looking into their eyes can create a nice tension, which is perfect for a first kiss.
If your partner doesn’t seem interested in holding hands, it doesn’t hurt to ask what’s the matter. It’s possible that they’re simply nervous or sweating too much.