The first is unlikely, the second incorrect. " is natural.
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which one is correct
say me or say to me
explain to me or explain me
Many people tell that "Tell me" should be use instead "Say to me". That's ok almost always.
But in sentence "When you told me hello, my friend, I liked it so much!" sounds weird to my ears.
"When you said hello, my friend to me, I liked it so much!" sound better.
What about sentence like this, can we tell greetings or praises?