Most (if not all) writers have heard it is important to "show, don't tell" in their writing. One of the best ways to show something rather than telling about it is through dialogue.

However, it is a learned skill to write dialogue effectively. Practice, practice, practice, and make sure you have feedback on whether or not your dialogue "works". It needs to be realistic while also conveying emotions.

Use of the word "said" can be a challenge too. You don't want to say "said" every time anyone speaks in your story, but sometimes, simple is best. If you use too many other words too much of the time, that can be distracting too (I once read a book where everyone "quipped" almost everything they said, it was very annoying after the first few times).

However, many words besides "said" tell so much more about what the speaker really means.
Example:
"I'm hungry," Shelly said.
"I'm hungry," Shelly snarled.
"I'm hungry," Shelly complained.
"I'm hungry," Shelly whispered.
You get the idea - she says the same thing each time, but each word used above conveys something a little (or very) different.

A good resource I found that lists over 200 alternatives to "said" can be found here - Words to use instead of "said"

Happy writing!