You got it - It just means, "for example,, etc." I wouldn't overthink it. In terms of hidden words, now that I think about it, one does sometimes see "let us say", or "let's say". Meaning "let's use this as a possible example" or "let's imagine." So I suppose you could think of it as a short form of that. "Suppose I were to offer you, let's say $1000, for your car." It means, let's imagine I offer you etc. . . This would often be followed by another sentence . . . sort of an IF -> THEN construction. "Suppose I were to offer you, let's say $1000, for your car. What would you say to that?"

"Say" means "for the sake of argument". So, the sentence could be written this way: "Before one of your Java programs will run on a particular computer such as one owned, for the sake of argument, by your friend Alicia, two things must happen."

The word "say" in this context means "for example" or "for instance." It is commonly used in informal writing to introduce a specific example or hypothetical scenario. In the sentence you provided: "Thus, before one of your Java programs will run on a particular computer owned by, say, your friend Alicia, two things must happen." The phrase "say" doesn't imply "if I say" or "as I say." It's simply an informal way of introducing an example to clarify a situation. The sentence could be rewritten as: "Thus, before one of your Java programs will run on a particular computer owned by for example your friend Alicia, two things must happen." Tip: In formal writing, you might want to replace "say" with "for example" or "such as" to avoid the casual tone, but in most everyday or informal contexts, using "say" like this is perfectly fine.

Dan's answer is perfect. I'd just add that it's generally used in speech, not in, say, an academic essay ;)