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Dialogue and dialogue tags can be tricky because the rules generally aren’t taught as part of grammar. There is also a fun trick that can get you away from the annoying "she said" and "she said" and "she said" redundancy that you might find yourself sucked down into when working on your dialogue scenes.
Here’s a quick example of the most common kinds of dialogue and dialogue tags.
“Here’s a line being spoken by a character,” she said.
“And this,” he replied, “is dialogue broken up with a dialogue tag.”
“This dialogue is a complete sentence,” she told him. “This is a new line of dialogue which doesn’t need a tag.”
“This dialogue will be followed by an action, rather than a tag.” He grinned.
“That’s right.” She winked back at him. “You don’t need a dialogue tag because you can’t speak by grinning.”
The fourth and fifth lines are perhaps my favorite form of designating a speaking character without using a dialogue tag. It works by having the character perform an action right after their dialogue. This gets the writer away from the “he said” and “she responded” dialogue tags but still allow the reader to immediately identify the speaking character with the line.