first sentence is correct. second sentence is wrong. 'say' and the word 'me' cannot be placed side by side in the same sentence. This is broken English. eg. Could you say the time please? This is ok once you remove the 'me' from the sentence.

Correction to my last comment. In the third sentence of the second paragraph I should have said, „You can tell the time (by looking at a clock) or tell someone what the time is“. I should have deleted the „it“ before „is“. That was a typo.

It‘s really just matching the correct verb and noun combination. This is a problem people have learning all languages. Languages very often use unfamiliar or unexpected verb-noun combinations, unexpected because the individual‘s native language may use different combinations. You just simply have to become familiar with the differences. In English, you tell time but say things. It’s just the way the language evolved. You can tell the time (by looking at a clock) or tell someone what the time it is. The verb „to say“ frequently, but not always, is followed by „to“. So, you can say something to someone, but can’t „say someone“ something. Could you say to someone what the time is? Yes, that sounds fine, but I can’t say I’ve heard it very much. But you can’t „say someone the time.“ Hope this helps.

"To tell" can also mean "to tattle" or to report something (to someone). Example: "If you threaten me again, I'll tell." (This means "I will tell [the police / someone with power to punish you].") Example: "I don't kiss and tell." (The idiom "kiss and tell" means to be physically romantic with someone who believes you will keep it private, but then you brag about it to your friends afterward.)

The first is correct. The second is incorrect. Here, the word "tell" means "to say to [someone]" with a focus on "to [someone]." I can "say" anything at any time. I may have a person or people listening or reading, but it is not necessary. To "tell," we must have someone listening or reading (or we must believe that we have such a listener or reader). If you want to use "say" with "me," you must include "to": Example: "How could you say that to me?" (This shows that someone is surprised and sad or angry about what was said. It is rhetorical, which means it looks like a question, but no answer is expected. It acts as a statement (i.e., "You should not have said that to me.") Another example: "What would you say to me if I were in your shoes?" The idiom "in your shoes" means "experiencing the same circumstances [as someone else]." This is the same as asking "What would you tell me if I were in your shoes?" So "tell me" and "say to me" are almost the same. However, a native English speaker would never ask someone to "say to me" something. We would use "tell me"; or we would use "say" alone (e.g., "Could you say that again, please?") "To tell" focuses on the listener or reader who will receive the message. "To say" focuses on the speaker or writer, or on the message itself. "To tell" can also mean "to show" or "to perceive what is shown." Example: "Only time will tell." (This means that time will show us more, or that we will learn more after a while.) Example: "I can't tell if you're mad at me or not." (This means that I do not see any signs whether the other person is angry or not angry; they are not showing me clearly with their face, voice or actions.)