it's important to learn the two different patterns . In this case, SAY has to be followed by TO sb ( the pattern can be either say sth or say sth to sb) and tell has to be followed by an object (sb) without TO :)

They mean exactly the same!

The same, however "tell someone" is more commonly used and is seen as more natural!

There are no differences usually… although “tell” is used to give reported speech mostly. Other times, “tell” and “say” can be used interchangeably since they are synonymous.

I agree with what Sue said about the importance of learning the pattern of how we use the two. And I'm not sure I really agree with other answers that say that they are the same. 1. I said hello to him this morning. (Correct) 2. I told him hello this morning. (Incorrect) 'to say' is basically any form of SPOKEN communication... but 'to tell' specifically involves the communication of a piece of information/or a command... both spoken AND written There is another meaning of 'to tell' which is used in a different context