Answer:
a. coach
b. Annie
c. tell
d. say
e. tell
Explanation:
a. He refers to the coach, the one providing advice for Annie.
b. Me refers to Annie, the one recalling the coach´s pieces of advice.
c. We use an object (me) with the verb tell because the action of telling has to be directed at someone. That´s not the case when we say something.
d. We don't use an object (me) with the verb say, because when someone says something is not necessarily directed at someone in particular.
e. After tell we can use (not) to + infinitive, a structure often used for commands, such as 'He told me to do the right thing'
