Question

How did katniss feel when peeta saved her from cato?

Answer 1

At first she's confused because she thinks he might be a hallucination (the tracker jacker stings). Later she realizes he joined them to protect her.

Answer 2

She is happy and thankful but also a little bit unsure of his intentions. That is the point in the series where Katniss realizes Peeta’s love for her isn’t an act for the games and the capitol, it’s real.