I think you only need the "que" in indirect discourse or reported speech, as in: I told her that (que) I would be late.
If it is direct speech, as in: "I am going to be late," he said." there is no "que"
ALSO <<"Tengo mucho miedo>> dijo el niño. = "I am really scared," said the child versus El niño dijo que teniamucho miedo. = The child said that he was really scared.
Direct statements, like "Ellos dicen no," do not require a "que," as far as I can tell.
i have to disagree with ´´LAGO´´ , I have been studying Spanish for a long time now and i have never seen this said without QUE. look, http://www.spanishdict.com/translate/decir further down it says ´´decir que sí/no to say yes/no;´´ as if the preposition is indeed mandatory. LOOK, for the sake of it, just use the ´´que´´ regardless, you will correct 100% of the time
Boys would be "niños", men would be "hombres", but you're correct in thinking that there's no way to know the gender of "ellos" for sure without context.
Ellos=they (a group of males, a group that includes at least one male and female, or if you don't know or it doesn't matter)
Ellas=they (a group of females only)
There isn't a gender-specific form of "they" in English. It's more of understanding the concept than learning a direct translation. Whenever you encounter the word "ellos", you'll always be safe simply saying "they".
Whether "ellos" involves a group of just men or includes females as well depends on what has already been said, that is, just before the shown sentence. The missing sentence(s) provides context.
In DuoLingo that content is always missing so one needs to make it up within ones own imagination as a pure invention. DuoLingo not only allows this, it requires it.
Decir (to say) is irregular in the yo form (Don't know why .. It just is.) I say =yo digo, You (informal) say = tu dices You (formal) = usted dice He says/ She says = Él dice / Ella dice We say = decimos They say = dicen
Dar (to give) is the same ... Yo doy, tu das, él/ella/usted da, nosotros damos, ellos dan.