I just got a Great Dane from a family that could no longer care for him. He is 1yr and 3mn old. He is extremely thin compared to my Dane. He has no muscle definition and he has not eaten in to days (since we got him). He is also flinches when ever I am going to pet or hug him. He plays with my Dane as she is only 9mn old she tends to want to play a lot more and he tires very quickly.
Don't know what I can do to make him feel that he IS part of our family...

Has a Vet checked him to make sure he's healthy? He's extremely thin and tires easily? It could be worms or several other things.

He's moved from the familiar to unfamiiar. Give him time to adjust. Maybe he always was somewhat hand shy.

It's apparently only been two days since you got him. He needs time to feel like he's part of your family.

I think I'd worry less about making him feel like he's part of your family and more about his general health and well being.

A good check-up is in order, perhaps a fecal check to see if his thin state is due to intestinal parasites.
He is still fairly young and proper nutrition is going to be key in getting him in shape and helping him develop the muscle mass he needs.

His visit to our vet will be next week. But I noticed he is coming around, he ate ALL his dinner last night and this morning he came up to greet me :) I was so excited!

Thank you for your responses

I know that his previous owner was and older gentleman and could not walk him as Davidson The Dane was to strong for him. So he was keep in a very small yard and did not get the workout he requires. He is starting to interact with Harley (our puppy female dane) but still cannot keep up. I see is starting to feel "at home" as he runs with Harley.

I have attached pictures of their first meeting. Harley is the Mantle and Davidson is the Black.

Wow, he really is thin. I can certainly see why you were so concerned. But it looks like things just may fall into place for you and Davidson. A good diet, good home and caring people can make a big difference in the life of a pet.
Glad to hear he has a Vet appointment also, someone who can actually see him will be beneficial in his well being.
Keep up the good work and kudos for taking him into your family.