It's difficult to date someone with baggage and in this case, very sad baggage a death of someone he obviously loved.
When you go into a relationship knowing that this situation is at hand, you have to hold their hand, walk away, be there, what ever they need which is difficult to do.
You're probably feeling insecure because you are not sure if he is lonely and needs someone or actually likes you and wants you, due to the recent death of his wife but remember, you went into this knowing that may be the case.
At this point in time the relationship is very new. Keep a piece of your heart and go with it. It's honestly anyone's guess as to whether he falls further and further for you or can't connect totally. But, remember, a piece of her heart will always be with him however, a woman can mend a broken heart. Time will tell, if you are prepared to give him, the time he needs.