Continuity mistake: When Brad Pitt gets up from bed, Gwyneth has a light colored blanket over her. When Pitt is dressing in front of the mirror, the reflection shows that Gwyneth now has a dark colored cloth over her body. This dark cloth disappears when Pitt picks up the phone.
Continuity mistake: When Somerset, Mills, and John Doe walk away from the car near the end of the film the doors on the passenger side of the car are left open but when Somerset runs to back to the car to meet up with the delivery van the doors are suddenly closed without anyone closing them.
Continuity mistake: When the three protagonists are in the desert towards the end of the movie, as Mills angrily points the gun at John Doe's head, saying to him "You liar, you f***ing liar", some clouds can be seen behind him, but when the angle changes the clouds have vanished.
Audio problem: After the Gluttony murder, both detectives drive to the forensic and have a chat. The audio is slightly out of sync with their lips. Spanish DVD release. Fixed in the Blu-Ray edition.
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.