Sometimes kids do things that we will never understand - or maybe we will when they're in their 30s and actually able to verbalize how they remember things. He may just be getting some separation anxiety going on.
First, I'd talk to him about daycare and nonchalantly ask what kinds of things they do, about his friends and teachers, etc. In talking, he may end up sharing something that is unpleasant during the day for him -- hopefully it wouldn't be anything big, but there still may be something you can do to help.
Second, if you don't do this already I would suggest having some special time with him when you get home in the afternoon. Just 20-30 minutes as soon as you walk in. What worked/works for us is reading, because your child can pick out books to read and sit snuggled up next to you, which is comforting. After that time, explain that you have to cook supper (or whatever) and that he can play/etc. But that time right off the bat that he gets to spend with you can really make a big difference!
Best of luck!