Please point me to the lesson where the construction of say “I always say it what I mean”. In English the “it” is not necessary. Yo Diego “lo” .....

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Hola JohanI imagine you are referring to this sentence in that lesson:"Yo digo lo que pienso" (I say what I think)Here you need to see "lo que" as a unit, not just as "lo" individually. Here is the lesson you want:https://spanish.kwiziq.com/revision/grammar/lo-que-what-which-that-which-the-thing-that-relative-pronounsHope it helps.Inma

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Thank you very much for your reply.  Sometimes during the course of study a concept is inadvertently introduced which is outside the acquired knowledge range. Without your assistance I would have spent time unnecessarily banking my head on the wall. Thanks