Translation:There is something else that I want to say to you.
In this case you have the word 'iets'. When you refer to 'iets' you don't really know what it is. Just like the words 'alles' 'niets' 'het enige' etc. you always use 'wat' If you can't remember this, ask yourself 'WHAT are they exactly refering to?' If you can't figure that out you use 'wat'. Don't worry when you get this wrong, a lot of Dutch people also make this mistake.
Wat refers to the entire proceeding sentence Dat refers to the proceeding word. f.e. Het huis is groot, wat ik altijd heb kunnen appreciëren. (you refer to the "groot zijn") Het meisje, dat naar school gaat is mooi. (it refers to the word "meisje")
Practicing my Dutch, I think ...
"There is still something that I want you to say" =
Er is nog iets wat ik wil dat je zegt.
But that's a tough one, since we have a dependent clause within a dependent clause.
If I were composing, I'd probably change that to say, Ik wil dat je nog iets zegt.