To have something to say is to have a message or opinion to speak. It is not so much the phrase itself that is idiomatic, but how it is used...
Example: "I spoke with Louis earlier." "Oh? What did he have to say?"
This means, what was the content of Louis' message? It does not necessarily mean, what are the exact words he spoke. Rather, it is asking for the listener's view of what the message was. What was Louis' opinion? What thoughts did he express? This is idiomatic, but it is impossible for native speakers to miss the subtext and meaning. All non-native speakers should learn what having something to say means.
The above verbal exchange actually happened. Louis is the name of my father's business partner in a new venture. - Jeremiah