Likely at this point he did not anticipate dying himself, and no expectation of going to the Death Star to rescue Leia.
Remember, the plan was to go to Alderaan and take the Death Star schematics; a fairly simple job, and not one that was likely to take them into Leia's presence. Obi-Wan's plan was presumably take the plans to the Alliance, then train Luke as a Jedi while fighting with the Alliance. There would be plenty of time to deal with emotional connections at that point.
Obi-Wan also had little reason to think that Luke was ever likely to meet Leia at that point. They were going to Alderaan, not to rescue the Princess; why break the boy's brain with knowledge he couldn't use? If Leia was already dead, which was the most likely outcome, what good would it do for Luke to know she was his sister?
When the plan changed and they ended up on the Death Star, things would've been rather weird of Obi-Wan had suddenly started telling Luke not to get attached to the beautiful woman they were going to rescue. It would've drawn attention to them, attention that neither of them needed. But then things went pear shaped, he ran into Vader, and the rest is (somewhat icky) history.