What's the difference between "say" and "tell"?

The answer is that different things can come after them. "Say" is always followed by what the person said:

My coach used to say "You miss..."

It can't be followed by the person who they said it to. "My coach used to say us..." is wrong!

"Tell", on the other hand, has to include who the message is being said to:

Jane wanted me to tell you that she's sorry she couldn't make it.

"Tell" can't be followed by the message. "Jane wanted me to tell that she's sorry..." is wrong!.

Here's a super-easy way to remember the difference:

You said it!

You told me!