In English there are certain associations that exist between verbs and nouns. There are some strange ones like:
Make your peace
Say your bit
Give a speech
This is one of those cases where you can't really say an idea, since the concept of an idea is something thats complex and needs discussion or explanation. 'Say' is too basic a verb. It would be slightly off, like 'say your description of the movie you saw last night' or 'say that story again'. Unfortunately, in English you've got to 'give a description' and 'tell a story', there is no universal verb. For idea, I'd use 'describe' or 'explain' personally.
Anyway, some native speakers say it, some don't, its not really a matter of right or wrong unless you are being technical. What exists in real speech isn't always what's technically right in the text books.