This may be a spoiler... What exactly did Boggs mean when he told Katniss not to trust anyone and finish what she went to the capitol for?

Well he must have known Coin was crocked or else he wouldn't have said that! I think BECAUSE he was her right hand man he knew a lot of things that Katniss did not! Also the fact of the matter is that Peeta was a ticking time bomb and he saw what happened to Mitchell so he did not want him f***ing up the plans. He wanted her to stick to the plan and follow it through with no compromises! That's what I think at least! :)

There were hints earlier in the book that Boggs wasn't as entirely loyal to Coin as he'd initially appeared to be (unfortunately, I can't remember what those hints were, but I can remembering reading Katniss thinking about it). Boggs must have inferred the purpose of sending Peeta to join their squad. He also must have agreed with Katniss' plan to assassinate Coin.