The last word from Prim in the novel before she died was "Katniss". Katniss is transferred to President Snow's mansion, now that the rebels have finally taken control over the Capitol, but Katniss is severely burned and has been diagnosed with depression, verging on the edge on insanity.
LAST: "Katniss!" In a full-circle moment, Finnick's last line is also Katniss's name. He's being attacked by mutts under the Capitol, and after killing a significant amount of them, he's swamped. He begs Katniss to end his suffering.
She was only 13 years old when she was killed in The Hunger Games: Mockingjay, and her youth only makes the tragedy that much harder for Katniss to bear after everything else she had suffered. Prim's death is a truly heartbreaking moment.
At the very end of the series, Buttercup traveled all the way from District 13 to 12 just to find Prim but was sad when he did not find her. Katniss yells at him "She's dead", and the two mourn together for Prim.
Before the Capitol battle, Gale had explained to Katniss his series of bombs designed to feed off human compassion: a small bomb would go off, and then when medical aid rushed in, a second bomb would go off, killing those people as well. Incidentally, it's this exact type of bomb that took Prim's life.
Katniss comes close to crying, something she knows she mustn't do because it would indicate weakness to the other tributes and make her look vulnerable; thankfully, Haymitch distracts the crowd and the cameras by stumbling off stage.
Prim was among the medics who arrived to treat the victims. Unfortunately, a second batch of bombs were set off, with Prim being killed in the explosions.
To put it short and simply, Prim's death is a message from Suzanne Collins telling us all that children can and do also die in war. In war, you can't protect even the most innocent and vulnerable because war and destruction don't discriminate.
Katniss, meanwhile, is four years older and very protective of Prim, and so without hesitation she volunteers to take her sister's place. Moreover, she has years of experience hunting (and therefore killing) and is far less sensitive than her sister, making her more likely to survive the ordeal of the Games.
Both Morphlings die during the Hunger Games in Catching Fire, after the female tribute from District 6 protects Peeta from the monkey mutations that attack the tribute. She dies in Peeta's arms while looking at the sunset.
Finnick Odair's death represents the unfairness of life and war. Even though Finnick was a favorite of the Capitol, he still ended up being tortured and killed by them. The evil of President Snow is made clear by his manipulation and targeting of even those he favored.
Chia Mags kisses Finnick on the mouth to briefly let him know that this is the last time she will see him. It's her way of saying "Goodbye" but in a more affectionate way.
And finally, when Finnick tells his story about Snow's selling Finnick's body, Katniss realizes that Finnick, too, is a slave of the Capitol, afraid of having everyone he loves killed.
At an unknown point in time years before the 74th Hunger Games, she was personally fired by Snow, the stated reason being due to her being too surgically enhanced.
Finnick Odair is the youngest winner in history, winning at just 14 years old. District 2 has the most overall winners, producing "Career Tributes" and having the highest number of victors among all districts. Warning: Spoilers ahead for The Ballad of Songbirds and Snakes!
Although she will never know for sure, Katniss does recognize that she cannot be with Gale. She will never be able to forgive him for his idea — the parachute bombs — that killed Prim.
Cressida is a talented director with a keen eye for useful footage. Her desire to film Katniss in action is so great that she lies about Katniss's plan to kill Coriolanus Snow in the hopes that Katniss will act heroically on camera.
Katniss's focus on survival and her family's safety prevented her from fully considering romance, but her feelings for Peeta and Gale diverged in the end. Katniss ultimately chose Peeta because he understood her trauma and she didn't want to lose him, proving her love for him.
Even though it was a risky move (cause who knows if it work out) Coin knew Katniss well. And by killing Prim, and making it seem like the Capital's fault, she was hoping to get Katniss' support in becoming the next leader.
Presently, those aspects of her life form her identity. She decides she doesn't ever want to have kids because even though she would be a victor, her children wouldn't be exempt from the reapings.
No, Gale didn't kill Prim, he holds a small fraction of responsibility, Gale didn't kill Prim. Did Gale mean to kill Prim? No, Gale did not mean to kill prim but he still designed the bomb. But, although he holds a small fraction of responsibility, he never meant for Prim to get hurt.
In Mockingjay, Katniss brought him with her to District 13 for Prim, and she included him as the first item of the Mockingjay Deal. When she became Buttercup's owner after Prim's death, the two bonded over their loss, and Buttercup stayed by her side much like he had Prim.
