If nothing specific mentioned on the STAR, don't start to hold if not told so by ATC in my opinion. ATC might be late giving you a clearance or just a slip of the mind. The last thing you want to do at that point is suddenly and unexpectedly change course 180 degrees, and maybe jeopardise separation.
Only my logical thinking...
However... IF the STAR says not to commence or proceed from a certain point unless cleared, then do hold.