He probably was scared and did not want to leave his safety zone. Very common for puppies.
The best way is to keep on taking him...don't let his fright get the best of him.
Take some very tasty treats with you (tiny pieces of hot dog, or cooked chicken , or cheese) and lure him further away from the house with your tasty treats. Show him the treat and let him smell it...but don't give it to him till he walks with you a bit. You could also take a squeeky toy and squeek it and make it a game of him following you to get the toy. Praise and encourage him.
Gina