Reportedly J.J. Abrams told a fan at a recent event that Finn wanted to tell her he was Force-sensitive.
I had the privilege of attending the Academy screening of #TheRiseOfSkywalker today and J.J. confirmed that what Finn wanted to tell Rey was that he’s force sensitive!
I say “reportedly” because Abrams has not yet confirmed this in an on-the-record interview. But when a fan asked John Boyega the same question on Instagram, he responded
“it’s an instinct... a feeling.”
So that’s two inside sources stating or hinting at the Force explanation. I’d argue the context in the movie strongly hints towards the romantic explanation (why would he say that when they were about to die? Why hide it? Why later refuse to tell Poe?), but it is what it is.