Water heater connection leak

I recently bought a house which has an oil furnace and a new electric hot water heater. The furnace has been on for about a week and there is a pipe which is connected from the output of the boiler to the cold-side input of the water heater.

The connection on the cold water input side of the water heater has developed a drip since the furnace has been on.
I am wondering why it is dripping? Too much pressure? The connection is new. Any ideas?

Is the connection a soldered fitting, or a clamp on saddle valve? Is the pipe coming out of it small, like say 1/4"? It might go to a humidifier in the furnace. Can you post a picture? saddle valves are often sources of leaks...

the pipe coming out of the furnace is 1/4 inch. It comes to a "T" where it meets the cold water supply. There is a fitting which is connecect to the water heater. It is not a saddle valve nor a fixed connection, but a piece of flex-corrugated copper tubing.

Might just need a nudge with a wrench to tighten the fitting.