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Why do we use 'did' with questions using the simple past tense?
Do the following sentences have the same meaning?
What is the difference when you use Did and Was to make questions about past?
If you use active voice, then the correct question to use is "Did she say something?"
You can use the verb was to ask a question in the Simple Past only when you use the Passive Voice, i.e. if you want to ask whether anyone told her anything: "Was she told anything?"
The use of the verb said here isn't correct because you can't put a person as a direct object after say, so the passive form isn't possible.
To make a question in English you usually need one of the auxiliary verbs to do, to be, or to have. Each of these auxiliaries requires a different form of the main verb.
to do: infinitive or base form: Do you like me? What did you say?
to be: present participle: Are you going to the party? What were you thinking?
to have: past participle: Have you seen Joe? What have you done?
So on this basis your first sentence is correct, but your second sentence is not. This is because it puts the auxiliary to be with the past tense of say, which is not possible
