The behavior of a cat is usually based on their past experiences and whether they are fixed or not. Most likely, your cat had a difficult time prior to you and is wanting to enjoying your love as much as possible. They think the love may change with time, so they take what they can get now just in case. To change this behavior, you must be patient. Keep loving him, play with him often, and make sure he has toys and cat trees, especially by windows, so he can look out. When he keeps coming back, just keep putting him down. Don't get angry, just calmly pick him up and put him on the floor. This action will eventually give him the clues he needs to obey the action.