When I'm proving a maths question in my test and I proved in such my own way by using the wrong law. So my teacher marked it wrong wrote "Who said so?", is it correct to use said or say?
How to use these phrases correctly? I'm confused with it. Thanks.
If you want to refer to many people who say this, then I suppose "Who say so?" is OK. Let me tell you, though, that Sprache's advice is good: use "Who says so?" That's a normal question in the situation that you described.
The singular "who" symbolizes any person who says so. I'd save the plural for situations where your listener is sure that you are referring to many different people. Such situations are rare in my experience.