i have a bunny and well as mogyay is completely right, at least my knowledge. my bunny hated being held for a long time, but she was much better when i was sitting down. it's also super scary when they jump out of your arms and if you're sitting down, there's a lot less of a fall.
definitely let him get familiar with you and the area, don't grab him or introduce him to other animals if you have any yet. do as much research as you can, as bunnies are a lot of work and one slip up could be really dangerous for him. make sure you get him lots of toys to chew on, a constant source of timothy hay to eat, and something to dig in as well, even a cardboard box with shredded newspaper is good.
here's a really great site on info about caring for bunnies, including what to feed them, litter training, etc. that'll cover almost everything, and hopefully everything goes well! bunnies are really sweet pets as long as you're willing to do the work involved for them.
and also, make sure you bunny proof whatever room he's in. they will chew on
everything, so be careful and hide or block any wires that he could get to. good luck :')