used with direct and indirect speech

Say is most often used without a personal object.

If we want to put a personal object after say, we use to.

She said that it was my last chance.

He said, ‘Good morning.’

She said that she would be late. (not She said me...)

used with direct and indirect speech

after tell, we usually say who is told, i.e., tell someone something

only used to mean ‘instruct’ or ‘inform’

Tell is used to tell someone to do something

Tell is not used before objects like a word, a name, a sentence, a phrase.

We do not usually use it after tell to refer to a fact.

tell someone again (repeat)

She told me that she would be late.

She told me that it was my last chance.

(not He told them, ‘Good morning.’)

Tom’s mother told him to clean his room.

Alice said a naughty word...

(not Alice told a naughty word...)

‘I’ll tell you tomorrow.’ (not I’ll tell you it tomorrow.)

There is not very much difference between speak and talk.

Talk is the more usual word to refer to conversational exchanges and informal communication.

When she walked into the room everybody stopped talking.

is often used for one-way communication and for exchanges in more serious or formal situations.

Speak is the usual word to refer to knowledge and use of languages.

I’ll have to speak to that boy -- he’s getting very lazy.

After she had finished reading the letter, nobody spoke.