It may just be fear of the amount of movement/noise etc. going on. You say he wants up. Just as we do with a new child that starts that cries all the time it sometimes works to put them in an exersaucer or highchair in the room but away from the confusion. They feel protected and gradually get used to the changes.

At the same time your son is young enough that he should make the switch to group a lot better than an older child would that has had longer to be the centre of attention as toddlers would be. Be matter of fact and only slightly make allowances for the tears. Again imagine if you had been the one going to work and putting your child into someone else's care a lot of the behaviours would be the same as in it isn't about you and him it is about him and them.

Has your son had a lot of playgroup experience prior to this? Was the home kept nosiy and busy or was it more a relaxed sit quietly and cuddle type of environment. He is making adjustments just like you are.