I was re-watching #TheForceAwakens the other night and I noticed Finn say something that I never caught before. Right before Finn and Poe are shot down in the stolen TIE fighter, Poe is explaining to Finn that they have to go back to Jakku to retrieve BB-8 because BB-8 has the map that leads to Luke Skywalker. Finn is definitely not in favor of returning to Jakku and says the following right as he and Poe are shot down: "Oh, you gotta be kidding me! I know—"
You know...you know what? I'm thinking that Finn was going to say that he knows where Luke is at — or at least knows someone who does — but he never got the chance. If you missed it the first time, take another listen by watching the clip here:
Now, you might be thinking that I'm over analyzing a five-second snippet, but consider this: At the conclusion of the movie Finn is unconscious and and again unable to express what he knows. If Finn wouldn't have been unconscious at the end of the movie, it would have been easy for him to say what he knows about Luke Skywalker.
On two occasions, whenever it would have been appropriate for Finn to disclose what he knows, he was unable to do so. To me, this just goes to show that the script called for some convenient situations to interrupt Finn from disclosing what he knew.
I'll concede that if Finn would have told Poe way back at the beginning of the movie where Luke is, it would have made for a less enjoyable flick. I'll also acknowledge that any time after developing a friendship with the Rebellion, Finn could have divulged what he knew. However, I have a few thoughts as to why Finn didn't disclose what he knew, and possibly why Finn knew where Luke Skywalker was hiding.
Finn Isn't A Clone
From what I was able to gather from watching The Force Awakens, Finn was taken at a young age and made a stormtrooper of the First Order. Rumors have circulated that Finn might be the son of Han Solo and Sana "Solo" Starros — the woman who Han pretended to be married to, and may have had a thing with before meeting Leia. Sana's history with Han has been explored somewhat in the current #Marvel Star Wars comic book. Interestingly, the comic is considered cannon and I think that is why we are going to see Sana in the upcoming Han Solo movie.
Finn indicated during The Force Awakens that he doesn't remember much about his family — possibly referring to Han and Sana — but that doesn't mean that Finn was always in their care. Maybe Finn was with Luke whenever he was taken by the First Order.
My idea that Finn was in the care of Luke for some time is mostly related to the way Finn handled himself in battle against Kylo Ren. The battle didn't last long and Finn was lucky he didn't get his head chopped off, but he managed to hold his own for a bit. Maybe as a young boy (if Finn were in Luke's care), Luke spent some time training Finn. Finn also wielded Luke's lightsaber fairly well when Maz Kanata's place was overrun by the First Order.
Another possible scenario is that Finn came across some information related to Luke's whereabouts through his position as a stormtrooper. In the book, Before The Awakening, which is a prequel to the movie, we learn that Finn traveled to the Outer Rim as a stormtrooper to stop a mining strike. The Outer Rim has been occupied to a limited degree by the Rebellion in the past, so maybe Finn learned of Luke's whereabouts there.
Why Didn't Finn Tell Anyone What He Knew?
It's no secret that Finn has got the hots for Rey. I mean, he asked her if she has a boyfriend during one of his first conversations with her, and tried to impress her throughout the first half of the movie by claiming to be part of the Resistance. Finn had a number of occasions to tell Rey and others that he knew where Luke was, but he never did. I'm assuming that either Luke never wanted to be found and Finn respected his wishes, or Finn was too busy putting out fires throughout the movie (such as the Starkiller Base blowing up planets) that he never got around to it.
If Finn knew where Luke Skywalker was before the Resistance found out, it would add another level to Finn's character and deepen the mythos.