I have seen these sentences in the story named 'The Adventure of the Speckled Band'.
''Never ', said I.
''Pray be precise as to details,'' said he.
''Tell me, Helen,' said she, 'have you ever heard anyone whistle in the dead of the night?'
I would like to ask if I must say 'said I or I said', 'said he or he said', 'said she or she said'.
There is no "must" - both are acceptable. With a pronoun, I think it's more natural to have the pronoun first (he said, I said), but with a name, I don't feel any difference at all (said Helen, Helen said).
I'm not a teacher, but I write for a living. Please don't ask me about 2nd conditionals, but I'm a safe bet for what reads well in (American) English.