say+to+me                                                                      tell+me
you say something                                       I cannot say ' I told something to him' ?
say something to someone                           I must say 'I told him something' ?
said/say + something                                     tell/told + someone

He said to me that it was cold            He told me that it was cold
She said that she loved him                        she told me that she loved him     

He said to me that he was tired                  He told her *Open the door* - instruction
He said me that he was tired                       He told me that he would come late

John said, *Hello Sir, How are you*                                orders, advice, phrases      
She said, *Do you love me*                                             she told him to leave
She said to me, ” I love you!” – direct speech, fact                 Tell them to come on time
She said me  ” I love you!”                                                    Mother tells him a story at bed time

                                                                                           The guy on the radio told that 

indirect speech                                                                   The  guy on the radio said that
She said that it was cold                                                     tell him the plan
she asked where he lived                                                    tell him what to bring
she said where he lived

The  guy on the radio said that she always tells lies
say hello to me
In English, we say, "He told me to wait." -correct

We cannot say "He told to me to wait". - incorrect

Further, we can* say "He said to me to wait." :correct

We cannot say, "He said me to wait". :incorrect

say what's on your mind

tell us what you know

tell him that I said goodbye

tell me what to say

tell a story                              
tell a few jokes
tell secrets
tell a friend
tell the truth
tell lies
tell time
tell you why

tell you how

say what you want to say
say it loud.
say ti to yourself
say it to a crowd.
say that it's true

say it isn't so