What Did Finn Want To Tell Rey?
UPDATE: J.J. Abrams has now revealed the answer to this question, and his explanation can be found here.
When the gang are trapped in quicksand on Pasaana, Finn begins to cry out a hasty confession to Rey, beginning to say that there’s something he’s never told her before. The heroes then slip through the sand to an underground cave system. With the moment having passed, Finn neglects to finish the sentence.
So, what exactly was he going to tell her? An obvious suggestion is that Finn was going to admit he was in love with Rey. As much as we all might ship him with Poe, Finn has clearly been holding a torch for Daisy Ridley’s heroine ever since they first met on Jakku in TFA. He’s often been shown to put Rey’s wellbeing before his own, too, and has been desperate to reunite with her when they’re apart.
Presumably this was left unsaid, though, so that fans can continue to ship the characters however they see fit. If you want to imagine Finn was going to tell Rey that actually he’s in love with Poe and just sees her as a friend, then you can go right ahead.