Speak significa hablar en público, hablar un idioma, conversar. Ejemplos: Ely speaks Korean. The preacher speaks to the church every Sunday. Karina speaks  with her boyfriend for hours. 

Talk significa conversar, dialogar, o intercambiar información. Ejemplos: Karina talks with her boyfriend for hours. Carlos and Julio talk about football. I want to talk to a financial advisor.

Say significa decir o expresar algo. Ejemplos:  Excuse me. What did you say? He says that it is going to rain tonight.

Tell significa narrar o decirle algo a alguien en particular. Ejemplos: Tell me something about you. He is tells me that he is coming home tomorrow. Andrew likes to tell stories to his children.