Huck's feelings in response to Jim's plan are very mixed.
He understands that Jim is a slave, and given Huck's upbringing in the South, a slave was property owned by another and it was against the law for Jim to run away, let alone try to steal his children away from their owner. Huck was well aware that he was putting himself at risk as Jim came closer to freedom, and was concerned that it might appear he was helping Jim carry out his plan.
It most froze me to hear such talk...Thinks I, this is what comes of my not thinking. Here was this nigger which I had as good as helped to run away, coming right out flat-footed and saying he would steal his children-children that belonged to a man I didn't even know; a man that hadn't ever done me no harm.
However, Huck couldn't quiet his conscience and the realization that Jim had been a friend and a help throughout Huck's life. Even as he departed in the canoe to confirm that they were opposite Cairo, Huck was still conflicted about his decision to report on Jim. "I warn't right down certain whether I was glad I started or whether I warn't." In the end, Huck can't betray Jim, and decides he's glad of it.
Then I thought a minute, and says to myself, hold on,-s'pose you'd a done right and give Jim up; would you felt better than what you do now? No, says I, I'd feel bad-I'd feel just the same way I do now.