There is no actual scientific study telling you that you shouldn't be holding your baby's hands while they learn to walk, as is the case with using a baby walker. Still, opinions are divided among parents and caregivers, and it's good to learn about both standpoints before making your call.
I myself have a toddler, and during the last few months I've done quite a lot of research about this. I believe that there's no harm in assisting your baby by holding her hands if she likes it and asks for it using her body language. When she was about 12 to 13 months old, my daughter would reach out for my hand eagerly, we'd walk up and down the hall a few times, and she'd get bored soon. If I refused to walk with her, she'd get cranky. She started walking on her own soon after.
Parents are often scared that the baby will like finger-walking too much and lose the will to crawl, cruise, and even walk unassisted. I don't think this is true — in fact, I believe the opposite — that walking hand in hand can spark an infant's to wish to walk unassisted, as it's proven that crawling and walking children see the world differently .
As parents, we like to please our children, and as soon as we realize how entertained they are and how much joy walking brings, we get the urge to hold their hands. Along with joyful entertainment, there are a few other reasons why parents help their babies walk. Sometimes parents feel that the child needs a push when it comes to developing their motor skills.
Possible downsides of holding your child's hands while walking
Babies seem to enjoy walking, even those who still don't know how to do it on their own. For parents, the first individual baby steps are an obvious sign that the child is healthy and adept. For babies, it's a way towards independence and learning.
Two factors are crucial for walking: leg strength and balance control. Children can't walk individually before they learn how to balance on one leg while the other one is going in front of them. They compensate for the lack of balance with creative skills such as holding onto furniture or walking while holding someone's hands. 
Arms are important for learning to balance, and it's easiest to move if they're free and held wide. A baby needs a lot of practice until she is secure enough to use her arms for something else than balancing. If you make balancing easier by holding his hands, it is possible that he'll learn to balance on his own later. 
Research has found that the age when an infant begins to walk can be related to their physical activity levels. A lot of children don't get enough activity throughout the day, and it's important to identify children who don't play enough outside. According to one study, early walkers had around 40 minutes more physical activity compared to children who began walking aged around 18 months. 
Also, early walkers often have older brothers or sisters at home — it's a fact that their presence influences the motor development of their younger siblings. 
What you should never do
He still doesn't have enough skills and can fall and hurt himself. Imitation is an established form of learning often used by infants and younger children. As they get older, they imitate less and less, but toddlers are like little parrots; they learn from our actions and repeat them [6, 7]. When your baby learns how to climb on the table, he'll do it when nobody is around as well, and that's an accident waiting to happen.
Things you should encourage more than holding hands
Many babies take their first steps around the first birthday and up to 15 months of age, but it’s completely normal if your baby starts walking a little later . At first, her feet will be wide apart to improve her balance. When the child becomes sturdier and more confident, she’ll learn to hurry up without falling, change directions, squat to pick something up and stand again. This is the period when a child gets enormous joy from pushing toys. 
Support your baby while learning to walk by offering a push toy instead of an infant walker. Pushing toys around the house will help her develop muscles needed for independent walking, and — unlike a baby walker — a push toy won't delay the actual walking.
Another great way to help a child to walk is providing enough tummy time while it's still too early for walking. After nine months of being crawled into a ball, tummy time is crucial to stretch out the muscles and strengthen the upper part of the body. By learning to push up on the arms, and later hands and knees, you're preparing your baby for pulling up, standing, and walking in a couple of months. 
Resist your parental urge to hold and carry the child around the house if not necessary. They should be as mobile and independent as possible. The more floor play-time you provide, the more opportunity your baby has to strengthen the legs and practice balance.