"If your immediate answer isn't Coin, then you're a threat. You're the face of the rebellion. You may have more influence than any other single person," says Boggs. "Outwardly, the most you've ever done is tolerated her." (19.13)
Boggs clarifies for Katniss the fact that she's in terrible danger from Coin – that Coin may very well want her dead. Katniss wields too much power for Coin's liking, and has the potential to destabilize Coin's position at the top. Dead, though, Katniss could be used for Coin's cause. So, yeah, Katniss has to watch her back.