My boyfriend is insecure and worry all the time that i will leave him!?

i just started dating this guy 3 weeks ago.. and were already having small arguments and idk what to do.. i really like this guy and all but hes insecure about hisself and worries soo much about me leaving and cheating. i havent cheated or even gave him a reason to think that i have or will. but he keeps saying things like why do you love me and he even asked me to give up on him a few times.. he only gets this way when hes been drinking.. what should i do?? he crys more then i do...