Hello, Farham!
Please note the following:
say that...
say to somebody that...
tell someboy that...
She told me that she was happy.
She said to me that she was happy.
She said that she was happy.
"She told that she was happy" is not correct.
You say something (to somebody), but you tell somebody something or tell something to somebody. See http://www.polseguera.org/advanced_english_grammar/word_order.php example or section 5 and http://www.polseguera.org/advanced_english_grammar/reported_speech.php.
I told her my name. / I told my name to her. (I prefer the first option.)
They said goodbye, and left. ("They told goodbye" is not correct.)
Please do not say that to me again!
Who says that? ("Who tells that?" is not correct.)
I told you, and you did not believe me! (Do not say "I told it to you or I told you it".)
Best regards,
Mike