I used this one-word expression in the lesson yesterday. If you didn't notice, just scroll down and have a quick read. Using say to mean "for example" might be strange at first, but as you become conscious of it, you'll notice that it's quite common especially in less formal speech or writing. It's also the short version of "Let's say" (Let us say), which basically means "consider this" or "think of this as an example."
So, say you're at a party, and say you walk in wearing a suit and tie while everyone else is wearing T-shirts and jeans. What would you do? Some people would feel embarassed and head right back out hoping no one saw them walk in, especially if they hardly know anyone at the party. But the more extroverted ones will usually not let their out-of-place clothing deter them from socializing and having fun. However, say it's the weekend and you have no good excuse for wearing a suit and tie to the party. What would you do? Well, I guess for me it would depend on who's at the party and whether I feel I could take off my jacket and be somewhat comfortable.
head right back out - go back out of the room
extroverted - sociable, outgoing
out-of-place - different from what's common at the moment
deter - prevent; stop
somewhat - kind of; sort of
So that's an example of how we use the word say to present an example or something to think about. So go ahead. Try it. Say right now.