The SAY command communicates with other people in the same room as you.
To talk, simply write what you want your character to say with SAY, " (quote) or ' (single quote) prefacing it.
Example: SAY Hello.
Example: "Hello.
Example: 'Hello.
Result (Your perspective): You say, "Hello."
Result (Others' perspective): Andrea Irkuski says, "Hello."
Note that SAY is often useful in other circumstances. For example, you would simply use SAY to speak into a phone, to use squad communication while on a ground mission, or to use your spacesuit radio. Just talk normally to make these systems work.
You can also include emoticons in your speech to have different effects and add life to your character, if you have "fancy dialogue" turned on in your general options.
Example: SAY Hello. :)
Result: You smile. "Hello."
These emoticons have effects on your speech:
:) => smile
:( => frown
:D => grin
:P => say sarcastically
:| => say flatly
:O => say with surprise
Note that we encourage you to use these emoticons only because they will not actually show up in your speech, but will just have an effect on how you say things. Including other emoticons as literal symbols in your speech or in comm transmissions is out of character.