Which regulation requires me to report entering a hold? I have seen in many bulletin boards that a pilot is supposed to report upon entry into a holding position.
I can find that reporting nowhere in the regulations .
I can find in the regulations where a pilot must report leaving a hold at expected clearance time,  and at that time he is supposed to report time, altitude, and position, and the fact that he is leaving the holding position.
Where in the regs does it show that you must report upon hold entry?
So, this is found in the AIM, para 5-3-3 (a)(1)(f) (PDF), assuming you're asking about FAA regulations.


  5-3-3. Additional Reports
  
  a. The following reports should be made to ATC or FSS facilities without a specific ATC request:
  
  
    1. At all times.
    
    
      [...]
      
      (f) The time and altitude or flight level upon reaching a holding fix or point to which cleared.
      
      (g) When leaving any assigned holding fix or point.
    
  


Now, the AIM is not regulatory. It uses terminology like "should" instead of "shall", which lawyers will happily jump on, and it in fact says this about itself:


  This publication, while not regulatory, provides
  information which reflects examples of operating
  techniques and procedures which may be requirements
  in other federal publications or
  regulations. It is made available solely to assist pilots
  in executing their responsibilities required by
  other publications.