I was puzzled why there is no preposition in front of the infinitive "dire", since "cosa dire" (what to say) appears to be a passive construction analogous to "bollette da pagare" (bills to pay), or to "cose da ricordare", as in "Ci sono belle cose da ricordare." (There are nice things to remember.)
But then I encountered other similar examples that also omit the preposition:
"Io non so cosa scegliere." (I do not know what to choose.)
"Il cuoco non sa cosa aggiungere." (The cook does not know what to add.)
A commonality between these examples is that all three involve a conjugated form of "sapere". Although we have learned that "sapere" is a modal verb, that doesn't seem to be relevant here, since we don't have an auxiliary-infinitive construction. Or, do we? ...
It dawned on me that if we think of "cosa" as the object not of "so" but of "dire", then we do have an auxiliary-infinitive construction in "so dire", with the object "cosa" inserted into the middle. Now, it is clear why no preposition is needed.
If we replaced the conjugated "sapere" with a different verb, say, "avere", then the entire construction changes. Consider "I have something to say." We would have a main clause "Ho qualcosa", and the infinitive "dire" would refer back to the object "qualcosa" in a passive manner, thereby requiring the preposition "da":
"Ho qualcosa da dire."
Does anyone have any hints for when to know that cosa means "what" vs. "thing"? I know context is important but in this case "I don't know what to say" and "I don't have a thing to say" would seem to be correct and don't mean the same thing--though they are similar. Grazie.
"So", "sa", and "sappiamo" are all conjugated forms of "sapere". They happen all to be present-tense indicative, differing in persons (subject performing the verb) -- first person singular (I), third person singular (he, she, it), and first person plural (we), respectively. Traditional dictionaries usually contain entries only for the infinitive forms of verbs. A user is more or less on his own to conjugate them, at which a learner is often at a disadvantage. The online, user-contributed wiktionary.org, on the other hand, not only includes complete conjugation tables in the infinitive entires, but also offers entries for (most) conjugated forms, so that when you look up "so", "sa", or "sappiamo", it will identify the particular conjugations and provide a link to the infinitive entry. I highly recommend using it.
"Conosciamo" is a conjugation of "conoscere". The difference between "sapere" and "conoscere" is a big topic, already discussed extensively elsewhere on these forums. In short, "sapere" is used in regards to factual or intellectual knowledge, and "conoscere" is used in regards to acquaintance with people or surroundings.