[She isn't saying much, just one word. She doesn't trust him enough to say anymore than that, but that's perfectly okay. He doesn't blame her for it. They've just met via voice and without a face, not to mention this is a sensitive topic that you just don't discuss with anyone. But she aired it out in the open for everyone to hear, so this could very well be a cry for help, despite the fact that she's asking for a way to forget her memories of Peeta.

While he won't ask for more information concerning her well-being, he'll at least try to convince her that this isn't the way to go. That no matter how painful it is right now, she will eventually overcome.]

...It's not easy to live your life when someone you love have been taken away from you. You ask yourself, why? What have I done to deserve this? All you have left is their memories and they give you grief instead of joy. And all you want more than anything in the world is for that one to return to your arms again.

[He's not trying to lecture her or anything of the sort, but is trying to show that he can relate to her in some way. By saying he understands how she might be feeling right now could open a doorway for him to come in and give her the relief that she needs]