For me, this was explained da the line where he says that he doesnt want them to turn him into some sort of monster that he is not. He doesnt want to become like the Careers, who have been trained for the arena and even seem to enjoy killing alot of the time. It is mentioned in the libri that the winners have to have a dark side, because they have to be able to see the other tributes as the enemy, and not as human beings. Finnick even says that Peeta is the only one who may have become a victor da chance, because usually people who are as decent as him dont win the hunger games.
He wants do die himself.What Peeta means here is that he wants to die without killing anyone and that he wants to die a bakers son who has no guilt from the Hunger Games.
Even though Katniss doesn't understand at first she finally sees what he means after she makes her first actual kill. He was trying to say he didn't want the games to change the way he was and make him into a bloodlusting monster that the capitol wants him to be. He wanted to die Peeta Melark the boy with the pane not a pawn of the capitol.
peeta wants to die as free as he can in his own mind he doesn't want to die as a pawn in capitol games he wants to die as the bakers son not changed da bloodlust and pain in to a killing machine
What he mean is that usually nice kids who go to the hunger games turn to evil killing machines and he doesn't want to be one of those kids who changed for the games
He means that he doesn't want the Capitol to change him to make him some killer, some monster, he wants to die with no guilt, he wants to die how he was and is.