Which one you would choose depends completely on the context, otherwise both sentences are perfectly fine.

'Tell/told' is used to give someone information, e.g. I won’t tell anyone your secret. 'Say/said' is used when we quote people directly and also when we give instructions. We also use it for opinions and thoughts, e.g. Emma says she doesn’t like chocolate. So, 'Jessica said goodbye to me' is correct because Jessica is being quoted.