I'll give you some examples from Russian version of Esquire magazine. "Tell" is used in 3 cases: 1) When you suppose to get the full explanation of topic, long story. Example: When little child see porn for the first time he asks his mother "Tell me everything you know about this, Mom!" 2) "Say" is more often used with direct speech, "tell" - with indirect. Example: "Tell John to bring my gun back, I'm gonna kill my English language teacher!!!" 3) If words "tell" and "say" can be interchanged by meaning, "tell" always is used without "to". Example: When you stand near dead body of your friend who was bitten by tiger you may say "He did tell (say to) me he had a bad feeling about pulling out that tiger's teeth..." To learn when "say" is used first review previous 3 items and then learn by heart next: "To tell: a story,a lie, a joke, a secret, the truth, the time" BUT "to say: yes or no, a few words, to say something" So next time when your teacher would ask you "Say something!" you can boldly say "SOMETHING!"