Reported Speech: Say, Tell, Ask

say, tell, give, ask
You use say when you are mentioning someone's exact words• 'Hello,' she said.• Someone said, 'Let's go!'Say can be followed by 'that'• He said that he was tired.In speech people often leave out 'that'• They said there had been a mistake.Say can be followed by 'something', 'anything', 'nothing', or 'so'• Did you say something?• Nobody dared to say anything.• You have to come - Dad said so.It can also be followed by 'goodbye' or 'hello'• I'll just go and say hello to David.
Apart from these uses, say is not normally followed by an object. For example, it cannot be followed by 'a story', 'a lie', 'some information', or 'an answer'.You tell a story, a joke, a lie, or the truth• They told a funny story about their trip.You give information, an order, an instruction, or an answer• He gave no reply.!! You do not say a question. You ask a question• Can I ask a question?
You can say something to someone• Has he said something to you?When talking about giving information, it is more usual to say that you tell someone something• Clare told us something interesting (NOT said us something...).• Can anyone tell me what time it is? (NOT say to me what...)You can tell someone about something• Did you tell Lucy about the party? (NOT say to Lucy about...)You can say to do something, but it is more usual to tell someone to dosomething• The teacher told us to open our books (NOT said us/said to us to...).
If you want to do some exercises click:
http://www.perfect-english-grammar.com/reported-speech-exercises.html
or 
http://www.englishclub.com/vocabulary/cw-say-tell.htm