How to Use 'Say' and 'Tell'

In reported statements, we can use either 'say' or 'tell'. The meaning is the same, but the grammar is different. For example:

Direct speech:

John: "I'll be late".

Reported speech:

John said (that) he would be late.

John told me (that) he was going to be late.

With 'tell' we NEED the object (e.g. 'me', 'you', 'her').
With 'say' we CAN'T use the object (e.g. 'me', 'them', 'us').

So we CAN'T say:

~~John said me that he would be late.~~
~~John told that he would be late.~~

Here are some correct examples:

Julie said that she'd come to the party.
I said I was going to bed early.
He told me that he loved living in London.
They told John they would arrived at six.

(We can also use 'tell' in reported orders. In this case, 'tell' is followed by a direct object and 'to + infinitive': 'She told me to sit down'. You can learn more about this here).

Try an exercise about using 'say' and 'tell' here.
Learn more about reported speech here.