say (something) to (one)
To speak to one; to tell one a word or phrase. Say sorry to your sister! Sorry, did you say something to me?
say something to someone
to tell something to someone. He didn't say anything to me. Did someone say something to you?
say something to something
to say yes or no to a proposal, request, etc. I hope you will say yes to my proposal. Nothing was said to your request at the last meeting.