The answer to this question is "silence." The trick behind this riddle is the word "say," as this term requires the action of verbalizing the answer out loud, hence breaking the silence.
One of the most famous riddles is that of the Sphinx. In this mythology, the Sphinx asked people a question to gain entrance to Thebes. The question asks, "What has four legs in the morning, two in the afternoon and three in the evening." The answer to this riddle is people, as babies crawl in the morning of their life. Adults walk on two legs during the afternoon of their life. Finally, elderly people use a cane during the twilight of their life.