She refused to tell me what Mary had told her...

Reported speech means using our own words to report what another person has told us. Reported speech is so important in English first because we use it all the time and second, because it allows us to choose the most appropriate words in order to be as faithful as possible to the original message.

You can find a few grammar tips and exercises here. For further exercises click here.

Here a couple of tutorial videos to illustrate different aspects of the use of Reported Speech. The first one is focussed on the forms, and the second one deals with the use of "say" and "tell" among other things. I think they can be quite useful.