Is it worth persuing when he has abandonment issues

Hello
I've recently entered dating an almost wonderful guy, and it has only been a few weeks, but in that time I have been on top of the world as he is kind, generous, complimentary and made me feel like I was on the only one in the world. The time we were together was spent talking, laughing, cuddling and getting to know each other. He told me that his parent abandoned him when he was a baby and doesn't know who they are and the only family he has in the world is his daughter. However in the last week he said he has got cold feet with this dating thing and on Friday he ended it all, saying he hasn't anytime to see me.
It has left me bereft and devastated as he is the first guy in about 5 years that I wanted a relationship with, there was a mutual and respectful attraction and I dreamed of times we spent together we had not lived. He knows how I feel about him, but I guess I do not know whether I should just try and forget about him and move on, but I do not want to act in a way that he may be used to, or do I try and win him round?
My head is saying walk and do not look back if it can be awful this early on it will not get better, but my heart is saying are you just doing what everyone else has done before him because he orchestrated it this way?
I'm strong enough to fight for something I believe in, but need help to workout if anyone has dated someone with abandonment issues and is it worth persuing or will i ended up more hurt that I am today?