David Mills: You're no messiah. You're a movie of the week. You're a fucking t-shirt, at best.
David Mills: I've been trying to figure something in my head, and maybe you can help me out, yeah? When a person is insane, as you are, do you know that you're insane? Maybe you're just sitting around, reading "Guns and Ammo", masturbating in your own feces, do you just stop and go, "Wow! It is amazing how fucking crazy I really am!"? Yeah. Do you guys do that?
John Doe: Wanting people to listen, you can't just tap them on the shoulder anymore. You have to hit them with a sledgehammer, and then you'll notice you've got their strict attention.
William Somerset: This guy's methodical, exacting, and worst of all, patient.
David Mills: He's a nut-bag! Just because the fucker's got a library card doesn't make him Yoda!
John Doe: Realize detective, the only reason that I'm here right now is that I wanted to be.
David Mills: No, no, we would have got you eventually.
John Doe: Oh really? So, what were you doing? Biding your time? Toying with me? Allowing five innocent people to die until you felt like springing your trap? Tell me, what was the indisputable evidence you were going to use on me right before I walked up to you and put my hands in the air?
Dr. Beardsley: He's experienced about as much pain and suffering as anyone I've encountered, give or take, and he still has Hell to look forward to.
David Mills: Yeah, a landlord's dream: a paralyzed tenant with no tongue.
William Somerset: Who pays the rent on time.
William Somerset: David, if you kill him, he will win.
John Doe: It's more comfortable for you to label me as insane.
David Mills: It's VERY comfortable.
William Somerset: Ernest Hemingway once wrote that the Earth is a fine place and is worth fighting for. I agree with the second part.
Answer: I've seen se7en hundreds of times, and I've always wondered what Mills was trying to say to Somerset, and here's my take. If you've noticed, the recurring theme between the two was their conflicting views on how they see the world around them. Somerset is the grizzled, experienced detective who has been through the ringer, so he's views are more pessimistic in nature. Which I can sympathize with. Mills being the rookie detective that he is, was the optimistic, "I'll be the hero" kind of guy. So much so that Somerset called him out for being too Naive, and that he can't be like that. So getting back to the question at hand. During the chest shaving scene, I believe Mills was about to tell Somerset that his dark pessimistic view of the world around them makes sense. Mills wanted to say that Somerset was right, which he wasn't able to bring himself to do.