Sea otters do hold hands while they sleep, a behavior called “rafting,” to prevent themselves from drifting apart in the ocean while floating on their backs; essentially, they stay close to each other by holding paws to avoid floating away from their group while sleeping. 

They eat, sleep, hunt, mate and give birth in the water. To prevent themselves from floating away in the swirling sea while they sleep, sea otters often entangle themselves in forests of kelp or giant seaweed to provide anchorage. This is also the reason why they hold hands. They do so in order to prevent themselves from drifting away from the group.

When not holding paws with other otters, they may also entangle themselves in kelp forests to stay in place.

Source: Times Of India

https://timesofindia.indiatimes.com/etimes/trending/sea-otters-hold-hands-while-they-sleep-and-5-other-cute-animal-facts/photostory/107850269.cms