For most of the novel, we don't ever see what Finny is truly thinking. He spends all the time after 3 and until 12 trashing on the war and claiming it's false.
However, through his actions, he shows he wants to please people, enjoy athletics, and rouse the troops to get into just a little bit of trouble.
By chapter 12 however, I think we know he most wants to participate in the war. He might be most satisfied there. On the other hand, when reconciliation between the friends occurs, Finny may finally be experiencing peace, at least for a short time.