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There are programs for refugees that want to return to their home country voluntarily (they are called REAG and GARP). They include financial support for travel expenses and (in some cases) extra payments and/or start-up aid. You can consult your local Einwohneramt or Ausländerbehörde to get information about this topic.
Please check out this FAQ about it on the website of BAMF for detailed information:
These programs enable you to leave the country independently without authorities being involved. In addition you can select a time at which you want to leave. So you can plan ahead and prepare your departure (in contrast to a forced deportation that could happen any day without a long preparation time).
Apart from that, you are not obliged to stay in Germany (there is no Residenzpflicht for you). Using your blue passport you can travel to a lot of countries without the need of a visa (please check out this link to another question on Wefugees where you find detailed information about blue passport: https://www.wefugees.de/k/questions/2024
). And if you return to your home country Germany will automatically cancel your refugee status because they will assume that the situation over there can't be that bad for you if you go back voluntarily.
Loosing your refugee status will have some legal implications. As stated above, your Aufenthaltstitel will expire. Along with it you will lose the blue passport (no more visa free traveling). There might be some changes concerning your benefits, but I'm not entirely sure about this. You might not get Arbeitslosengeld II (aka ALG II) anymore. Probably it will be replaced with benefits in accordance with Asylbewerberleistungsgesetz until your deportation.
I hope this answer was helpful to you. Feel free to ask further questions if anything remained unclear.