I have been to many weddings where the chassan and kallah hold hands after the chupah on their way to the yichud room. It seems like a widespread (minhag?) thing that everyone does, even by couples that would never be seen touching in public afterwards. This lead me to my question if his is a minhag? Is this discussed anywhere?
Nitei Gavriel Nisuin1 37 mentions this in the name of Shaalos U'Teshuvos Pri Haadama 3:10, Shaar Hamifakaid Kidushin 16b 12, Klilas Chasanim 10:4, Shulchan HaEzer 67:3. However he mentions that many Gedolim oppose this Minhag based on the Biur Hagra 25:1.
The work Edus L'Avraham Sherusa DeTzelusa (which collects customs on weddings, brises, and the like) says "the proper custom is arm-in-arm. Holding hands is for those too meek." Note that this volume leans towards Hassidic customs.
(Personally I certainly understand those concerned about making it clear whether or not the bride is a nidah.)
I'd asked Rabbi Yitzchak Breitowitz about holding hands, he didn't sound crazy about it and said "eh it's a Chassidish custom." Though, may I note, his own son and his bride did hold hands at their wedding a few years later.
Update: Rabbi Hershel Schachter also notes it was common practice in Eastern Europe to hold hands or arms, and some invoked a creatively-literal reading of the verse "should a man take a woman ..." (H/t).