Say and tell have the same meaning: to utter, to pronounce in words, to communicate, to inform.
However, they are used in different grammatical constructions.
Say can be followed by a direct object that can be expressed by:
a) a word or a phrase:
b) an object clause with or without conjunction that:
c) a direct quotation:
Both say and tell can be followed by an indirect object, but after say indirect object is used with preposition to, and after tell indirect object is always used without preposition.
Remember the following phrases with direct object after tell:
tell a story/stories
tell a joke/jokes
tell a lie/lies
tell the truth
tell the future (= to know what the future will bring)
tell the time (= know how to read a clock)
tell apart (=to be able to see the difference between two things/people)
Remember the following idioms, proverbs and sayings with tell and say:
To tell tales out of school.
Tell that to the marines!
So you say.
You don’t say so!
The least said, the soonest mended.
Better to do well, then to say well.
Easier said than done.
It goes without saying.
He who says what he likes, shall hear what he does not like.
What will Mrs. Grundy say?
What will the world say?
Learn to say before you sing.
No sooner said than done.