The people of Panem admire the tributes who win the Hunger Games. The tributes, called victors, become national celebrities. It seems like the more vicious they are in the arena, the more celebrated they become once they've survived it.
Since Katniss and Peeta won the previous Hunger Games, they should have it made. But problems arise because they are admired by two different groups for two very different reasons. The citizens of the Capitol treat Katniss and Peeta like media darlings because of their sweet, unexpected, and thoroughly entertaining romance in the arena. The people of the districts, however, admire them for their seemingly rebellious stunt with the berries, in which they beat the Capitol at its own game and both returned home victors. And unfortunately for them, the Capitol feels threatened.
Now the Capitol controls Katniss and Peeta more tightly than ever. In Catching Fire we see them forced to put on a show for the public in an attempt to calm the rebellion sparked by their defiance of the Capitol. Despite all of their new fame and wealth, they'd much rather be anonymous again and be free to live their ordinary lives.