Hexblade paladin absolutely screams character optimiser to me. Which is not necessarily a bad thing depending on how you and your group prefer to game, of course. I wouldn't allow it at my table without a GOOD and in-character reason, but to be honest I'd more likely have a sit down with the player and have an honest talk about expectations and who he wants the character to be - in terms of personality, traits, history and ideals, rather than mechanical build. Remember the PC will have to be either a level 1 paladin or level 1 hexblade starting out, but (in my head at least) both paladin and warlock are classes that you need to go out of your way to enter. It's not like, i dunno, fighter, where you can just start training harder with a sword. If he starts out paladin, what's the plan for having him make his hexblade pact in-character, so he can take that 1st warlock level? How will he contact his patron, and seal the deal? If he's planning to start at level 1 hexblade, then the opposite applies - is there a process for becoming a paladin? Will he have to take a vow, or undergo a ceremony or something at a temple? Especially if he's a traditional LG devotion paladin, his church/superiors/whatever may have issues with his sworn pact to some sort of unpleasant creepy extraplanar sentient weapon. But it seems a bit weird to me just having a random paladin (for instance) suddenly wake up one morning and make a warlock pact before starting his breakfast porridge.