What did they really think?

The short answer is that we will never know.

Our main sources for the events of the Peloponnesian War are the contemporary historical accounts of Thucydides and Xenophon. Both authors counted among the leisured elite of Athenian society; indeed, before his exile, Thucydides would have been one of the richest men in Athens. While these men preserved enormously valuable information about the war, they are a pretty bad source for the sentiments of the average citizen. The common people only ever enter the stage of their histories as a group, and usually as a fickle mob easily swayed by demagogues and charismatic leaders.

That said, both authors regularly summarise the general feeling that existed in the town insofar as it shaped the decisions made in the assembly and on campaign. Early on, Thucydides shows that they were critical of Perikles' strategy of avoiding a direct confrontation with the Spartans. They even briefly voted him out of office in 430/29. There was widespread frustration over the destruction of Athenian farmland and of course over the scourge of the plague that struck Athens repeatedly in the early years of the war. Overtures of peace were made in 429, but the Spartans rejected the Athenian offer.

With the military successes of the ensuing years, however, the people seem to have regained confidence. They were increasingly willing to vote in favour of ambitious schemes and increasingly vicious toward their revolting subjects. It was the Athenians' turn to reject Spartan peace offerings in 425, and not until the severe defeats at Delion (424) and Amphipolis (422) were the people sufficiently willing to consider peace.

This peace did not last, because the fact that Athens remained undefeated gave the people great confidence in their abilities. In 419 they were persuaded to support Argos in its war against Sparta, and in 415 they decided to launch a massive expeditionary force against Sicily. Even the complete destruction of this force did not dampen their zeal; they used up the last of their financial reserves to rebuild their fleet and do what they could to prop up their crumbling empire in the Aegean.

When the oligarchic Four Hundred seized power in 411 to run the war more efficiently, the people restored the democracy with the help of the fleet, but nevertheless chose to continue the war. In 411 and again in 406 they rejected Spartan peace proposals. It took the total loss of their fleet (at Aigospotamoi in 405) and the siege and starvation of their city to convince the Athenians that they really had lost the war.

The defeat at Aigospotamoi resulted in one of the most moving scenes in Greek history writing, as Xenophon tells us what happened when the news reached Athens:

It was night when the Paralos arrived at Athens with tidings of the disaster, and a sound of wailing ran from Piraeus through the long walls to the city, one man passing on the news to another. During that night no one slept, all mourning, not for the lost alone, but far more for their own selves, thinking that they would suffer such treatment as they had visited upon the Melians, colonists of the Spartans, after reducing them by siege, and upon the Histiaeans and Scionaeans and Toronaeans and Aeginetans and many other Greek peoples. On the following day they convened an Assembly, at which it was resolved to block up all the harbours except one, to repair the walls, to station guards, and in all other respects to get the city ready for a siege.

-- Xen. Hell. 2.2.3-4

Unless we want to follow the thorny path of working out whether Aristophanes' comedies reveal real Athenian attitudes, passages like these are probably as close as we'll get to learning how the people really felt.