Katniss holds on to these precious objects that remind her of her experiences in the Quarter Quell once she has escaped and is relatively safe in District 13. They are some of the only possessions she can call her own in her new home. Here's the deal with each object:
The gold locket has pictures of her mom and sister.
The silver parachute came to her in an hour of great need during one of her Games.
The mockingjay pin has a very important role in earlier books, it was a present given to Katniss by a wealthier girl from 12, Madge. During her experiences in the Games, the audience begins to associate Katniss with the idea of the mockingjay itself. (Read more about the pin in our analysis of The Hunger Games http://www.shmoop.com/hunger-games/symbolism-imagery.html.)
The pearl is a present from Peeta – he gave it to Katniss in the arena during the Quarter Quell. Throughout Mockingjay, Katniss thinks about or holds the pearl when she needs reassurance about Peeta. During the Capitol's assault on 13, for example, Katniss clings to it:
I knot the pearl into the corner of the parachute, bury it deep in the recesses of the bag, as if it's Peeta's life and no one can take it away as long as I guard it. (10.50)
The pearl comes to stand in for Peeta when he isn't there. When Peeta returns and is drastically changed, the pearl remains the same. Katniss holds on to it and hopes that, somehow, the old Peeta will return to her.