You say something
You tell someone something OR
You say something to someone
When I asked if I could help him, he said, "no."
He says he's fine.
The directions say to turn off the power first.
I told him I was coming.
My boyfriend always tells me that I'm beautiful.
Tell me why!
Say something to someone--
You say that to everyone.
Sara said to him, "I don't want you to go."
She said WHAT to him?! (asking for the exact words)
This website has a pretty good explanation: