Finnick catches the gun against his chest, heavy and cool and against his hand. While he's had some experience with guns, he isn't as familiar with them as he is spears and, thanks to Katniss's training, arrows. Guns are extremely rare in the arena to the extent that he personally hadn't come across any during his two runs.

He studies the piece for a moment, turning it this way and that before glancing up at her again. "You're just going to let me use your gun?" he asks, slightly bewildered. He isn't worried about finding someone to go down with him. If he can't convince Jason, he'll go down himself despite this woman's warning. If Finnick can survive two rounds in the Games, he can survive some abandoned, underground city.