Since the joke went over your head, lemme explain it.
Apparently in Japan, all forms of public display affection is frowned upon, which mindbogglingly extends to handholding.
So the anime community decides to poke fun at it, by equating handholding to something even lewder than sex. Then it became a meme, and the rest is history.
Doujinshi are self-published comics in Japan. Most of doujinshi are based on existing works/characters, but there are also original doujinshi. Sometimes, authors might even make doujinshi of their own work.