what she means:
finnick odair is viewed widely as a superficial character who was only self-obsessed and okay with being a killer, but really he survived the hunger games as the youngest ever winner, went through that much trauma and survived at 14 years old, grew up to fall in love with an emotionally damaged girl who had gone through what he had, yet she had turned out more externally damaged, grew close with a sweet old woman, was willing to protect her with his life and literally physically carried her on his back in the games, despite the risk to himself, stood with the rebellion against the Capitol even though he was their darling, publicly defied and spilled secrets about the president, married that same damaged girl he loved even in the middle of a war and had a child who he never got to meet, helped a psychologically damaged and unrecognizable Peeta and defended him, protected his friends and team against the lizard mutts, and actually begged for Katniss to throw a bomb down where he was, because he knew that it would save her and the rest of the team, even though he would die.
“No one really needs me,” he says, and there’s no self-pity in his voice. It’s true his family doesn’t need him. They will mourn him, as will a handful of friends. But they will get on. Even Haymitch with the help of a lot of white liquor, will get on. I realize only one person will be damaged beyond repair if Peeta dies. Me. “I do,” I say. “I need you.”
The Hunger Games // Catching Fire // Mockingjay Part 2 And for the first time, I understand what he means. I want to do something, right here, right now, to shame them, to make them accountable, to show the Capitol that whatever they do or force us to do there is a part of every tribute they can’t own. That Rue was more than a piece in their Games. And so am I.