Two of the most typical verbs in English are say and tell. Even though the meanings of these verbs are practically the same, there are some grammatical differences that need to be considered:
SAY (no indirect object)
You say something. E.g.: She said that she was hungry.
TELL (needs an indirect object)
You tell someone something. E.g.: She told me that she was hungry.
If you want to use an indirect object with the verb say then you need to add to. E.g.: She said to me that she was hungry.
Now practise with this exercise.