say transmits your message to your current opponent if you are
playing a game. If you are not playing a game, the message is sent to the last
opponent in your current FICS session. It is an easy form of "tell" as you
can see. It also differs from "kibitz", a command which also sends your
opponent a message during a game but also send the message to any observers of
your game.
See also: intro 2, kibitz, tell