I am not an ice dancer and I'm not used to being held. The one thing remotely close to being held I've ever experienced was doing some chassee steps with a training mate during a class lesson when our coach asked us to skate one course around the rink in hold. We both agreed with trying this exercise - if one of us had been uncomfortabel doing so, we would not have done it! We had to concentrate on keeping edges, counting the beats of the rhythm and not to break each others' fingers while "holding" in a simple dance hold. It was good in so far that I got an idea of how hard it is to skate even the most simple steps together.
Getting "used to being held" is something advanced ice dancers and pairs skaters learn after many years of training.
Meanwhile, my mate has been ice dancing in classes furtheron. On his own, solo, without a partner, simply learning the patterns of the compulsory dances, and has become a good, secure skater this way. But despite his huge progress - and this is important for you to know - he is still far from doing partner ice dance.
From a technical point of view, "Holding" someone is not easy when you are a beginner, I'd even say it's impossible. "Being held" doesn't make skating easier, it's pretty much the contrary, but we've discussed this many times already here. From a personal and emotional point of view, holding and being held can be a sensitive matter that needs to be adressed before doing anything together, as everyone here has already pointed out.
I'm happy to be able to skate on my own. No need for complicating this for me, and partnering would make it harder, not easier.