He is an only child who I stay at home with.
Bingo.
my first son, now 4, was and sometimes still is that exact way. i think it is first child or only child syndrome. he now plays soccer, and at his first game, he sat down on the field and started crying because he didn't get to kick it in the goal.
your son is an only child and is used to getting anything and everything he wants. i guess the thing that has helped Landen the most is having a little brother now 15 months and realizing that not everything is based around him.
he was used to winning every race and every game, every time we played. now sometimes we win, sometimes we have to wait until something is done before we get to do exactly what he wants to do.
i know i am talking about a 4 year old, but it has been a work in progress. and it all started around two. other kids in my family have called him a whinny baby and i don't want him to be labeled as such. i think the big thing is to try to teach them change and patience. which i know, it is easier said than done. but just have patience. it may take time, but he will come out of it.
also another thing that has helped us is, Landen started to preschool 2 days a week when he was 3. any time he would whine, they would say, "Landen, use your words" "your big boys words". and it seemed to work. he was great at school and never seemed to whine, but as soon as we would get in the car, he would start up. so finally i started with "when you can talk like a big boy or ask like a big boy then i will" and it has worked. i still have to remind him sometimes, and it is slowly but surely getting better.
i am proud to say we had a soccer game this morning and he did not cry at all.

good luck and just have patience.