Aw, he is probably nervous in his new environment and wants comfort.
What sleeping arrangements do you plan for him? Will you be crating him at night? On the dog bed on the floor? In your bed?
Whatever they are, I recommend putting them in place now and sticking with them. So if you don't plan to let him in your bed long term, don't let him sleep there now, because you will never be able to get him out.
Other than that, I think it's fine to hold him, play with him, and give him lots of reassurance that he's arrived in a home where he will be treasured.
__________________ If you love something, set it free. Unless it's an angry tiger. |