Okay, in the song “You Are the Everything” off Green, the lyrics go like this:
Sometimes I feel like I can’t even sing
I’m very scared for this world, and very scared for me…
Okay, in-between those lines and others, there’s something being “sung” that sounds a little like “say, save your life” or something like that. Any idea what this is?
To me it always sounded like Mike Mills was going “sex sex sexy” but that isn’t what he’s singing.
Ha! If you think that’s hard try the spoken bit at the beginning of 9-9. The last line sounds like "she got involved but then hestitated’ to me, but that probably isn’t what he’s saying.
Anyway, this is part of the pleasure of REM. I still think it is a terrible shame they have started printing their lyrics like all the other good obedient dogs 
say, say, the light
so says google.
Marcus Gray wrote of 9-9 that
I’ve also read that this might be an inside joke referring to some early producer REM had that was compulsive about getting Bill Berry to play drums to a metronome or some such nonsense.
Try here for most of your R.E.M. lyrics concerns. Don’t know how reliable it is, but it can’t be any worse than the stuff you make up in your head.
Based upon a quick trip to http://www.Murmurs.com, my favorite REM website, I have to concur with pezpunk’s “Say say the light”. That looks to be right.