It can be tricky, because in addition to the general concept of "say something" "tell someone" you can also "say to someone" or "tell (me) something." I see it like this. "Say" is related more broadly to the idea of "speaking". "When I speak, I say words." What you say may or may not be directed at a listener. "Tell" is more specific. It has a clear "target" at which the words are directed." Tell me everything you know.." Whenever I "tell" someone something, I "say" words. The opposite is not true. I can "say" things that don't "tell" anyone anything.

say something,tell somebody.

You say something, and you tell somebody something.

important question