Hold the note its full value?

It means to hold a note for the proper length of time. For example, if you have a quarter note, hold it right up to the next beat; don't cut it short.

In music notation, the articulation mark "tenuto" (a straight line over the note) means to hold the note for its full value (or even slightly longer). It often appears over individual notes, but when a phrase is played tenuto, the notes are played to their full length, but still articulated separately (with tonguing, if played on a wind instrument), unlike legato, where the the notes transition smoothly with no stress on any individual note.