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To be honest, i have never heard people say "say a lie". It's always "tell a lie", it's considered a set-phrase, like "tell the truth".
I may be wrong though.
To be honest, i have never heard people say "say a lie". It's always "tell a lie", it's considered a set-phrase, like "tell the truth".
I may be wrong though.
You are not.
Here are a few more fixed phrases with tell. We cannot use say with these phrases:
tell (someone) a story
tell the future (= to know what the future will bring)
tell the time (= know how to read a clock)
told vs. said 
Linear Mode
