It depends if the boy (he) is referring to himself or if he is talking to another person. Also if it's in past or present. Here is how I would write it. VVVV Referring to another person: He said, "You had permission to come at any time." Referring to himself: He said, "I had permission to come at any time." (Or possibly He said, "You had given me permission to come at any time.")

The sentence is fine if it is meant to be a) in the past tense, b) is not reported speech and c) the speaker is talking about himself.

Only the punctuation is wrong. He said I had permission to come any time. He said, " I have permission to come any time."