"Say" and "Tell" can mean the same, but they use different grammar.

SAY + what you say
- He said "hello"
- I never say rude words

TELL + who you tell
- He told me "hello" (= he said "hello" to me)
- She never tells anybody about her problems

also:
Tell a lie, tell the truth, tell a secret, tell a tale

Both verbs are commonly used to introduce reported speech, but always with the difference say+what vs tell+who.
- He said (that) he is very happy
- He told me (that) he is very happy