Also, does he really know Gene?
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Finny needs to believe in something- he and Gene have become extremely dependent on each other..... Finny's back at school and enlistment officers are all over the campus- Brinker tells Gene that Finny is one of the reasons he hasn't enlised.... Finny needs his friends, and he then alludes that Finny also needs to know the truth about his accident.
Remember, Gene has told Finny about the accident; he told Finny he was to blame. Finny didn't believe him, and he didn't want to hear it. The two have become co-dependents; they need each other.
As far as Caesar, Finny doesn't believe in the war that's coming into his own world let alone believe anything he hears about one of Caesar's wars 2,000 years prior. However, he has to believe on something........ so he tells Gene that he believes in him.
A Separate Peace