Finicky? Well, maybe not. Strong-hearted boys (and girls) are more made than born. They become strong through trial, error, good leadership, and encouragement. It's a behavior more than a personality, but he needs to learn it through the filter of the personality he's born with.
Your son may seem like a big boy but he's really quite a little one. He's looking to you for cues on how to behave. But he's also looking for attention and support for you, which is a good thing!
I don't know if you tell your son he's finicky; if you do, he may wonder if you're on his side, even if he's somebody worthwhile for you to love. Can you do something like this instead? If he falls and hurts himself, when he runs to you, you can say, "Oh, let me see that cut. No, it's not too bad. Settle yourself down and I'll show you how we take care of a cut like that." Then, as you take him into the kitchen, give him a minute or two to calm himself down; and as he stops crying, you can commend him: "Crying can be a good thing to do sometimes, but you don't need many tears for a cut like this one. Do you see how I'm washing it with a cloth with a little warm
water on it? Just pat the cloth - don't rub it - so your arm won't sting much. Now we'll put a bandage on. When you're a little bigger, you see, you can do this for yourself."
If he complains about walking, keep your sense of humor. Check his shoes to make sure they're not too small. No, the shoes are fine and they need to walk a little more.
If you can do things like this, you're helping him take little steps toward the independence you want him to have eventually. Real strength is built up slowly, from the inside out. Teach him strength with patience and compassion, and he may turn out to be a strong person in the best sense
of the word.