I found this interesting article about pig training - much of what this says I have found to be true. It's titled Bonding with a Young Pot Bellied Pig:
Pot bellied pigs have individual personalities, but many piglets do not like to be touched much, or held. Usually, they grow to enjoy being near the people they bond with, and like to be touching them or sitting in their laps. However, piglets can be quite aloof or fearful at first, especially if they have not been well socialized by their breeder. Even well socialized pigs may take a while to learn to transfer trust to a new owner. When you bring a young pig home, you first need to gain the piglets trust in order to have it accept handling readily, then work on training basic behaviors (such as leash walking, house training) and being able to restrain the pig so necessary grooming and medical care can be done as needed. Although most pigs quickly outgrow being picked up, it is worthwhile to get them used to being picked up as they will be more willing to be handled and restrained if you are able to gain their trust enough to be able to pick them up.