After meeting Melina and gaining access to The Roundtable, a sort of safe haven for Tarnished, you will have access to a wide variety of NPCs — ranging from the Smithing Master Hewg to the Twin Maiden Husks vendor. One of these NPCs, Fia, will offer you a choice to be lovingly held. Veteran Soulsborne players recognize traps shaped like this from previous experiences, so should you let Fia hold you in Elden Ring?
The Roundtable is a safe haven for Tarnished (well, unless you jump over the ledge and into the giant foyer filled with bloodstains.) Nothing here can harm you, and so there is no harm to being held by Fia. In fact, you will gain an item if you let her hold you — the Baldachin’s Blessing, which consumes FP but temporarily boosts your Poise.
This is a useful item that you can only hold one of, and can make certain bosses much easier — higher Poise means you are less likely to be staggered by quick Light Attacks, allowing you to roll to safety or counter-attack. Should you end up using your Baldachin’s Blessing, you can always return to The Roundtable to receive another by simply letting Fia hug you.