is there any difference between tell and say?

[Antonella25]

Hello!
Which verb is correct here?
We .................that we had missed the train.(told ? explained? or said? or all of them?
thank you!

[Beeesneees]

We explained that we had missed the train.

We said that we had missed the train.

Not told.
_________________
Cheers m' dears!

[Mordant]

I agree with Bev. I want to note some distinctions, though.

Anything orally stated or written is said, even if there is no audience.
Anything orally stated or written for the purpose of providing clarity or fostering comprehension is explained.
"Tell" is much more common for oral statements but is certainly not limited to them. There must be an audience. Unlike the others, it can be a direct synonym for "inform." "Tell the police." It is also extremely common for revelations of impropriety or secrets. "He told on his brother." "I asked you to keep a secret. You told?"
"Said" and "tell" are both used for instructions. "He said to visit her today." "He told us to visit her today."

Your sentence is odd with "tell."