Julia says that she is a good student.
Out of context, we cannot be sure whether Julia is referring [i] to herself or [ii] to somebody else. Latin, however, makes this clear even though English would translate them both in the same way.
[i] Latin uses the reflexive pronoun sē to refer back to the person introducing the statement.
Iūlia dīcit ¦ sē bonam discipulam esse. │ Julia says ¦ that she (referring to herself) is a good student.
Dīcit ¦ sē morī cupere. (Seneca) │ He says ¦ that he desires to die.
Tȳdeus autem dīcit ¦ sē Oenēī fīlium esse (Hyginus) │ Tydeus says ¦ that he is the son of Oeneus
Dīcit ¦ sē cum rēge colloquī velle sēcrētō (Hyginus) │ He says ¦ that he wants to speak with the king in secret
Dīcit ¦ sē velle dūcere uxōrem (Pliny the Younger) │ He says ¦ that he wants to marry
Remember that sē can also be used in the plural:
Troiānī dīcunt ¦ sē bellum nōn nunc timēre. │ The Trojans say ¦ that they (referring to themselves) now do not fear war.
Sentiunt ¦ sē nūllam ūllius partis voluntātem tenēre (Cicero) │ They feel ¦ that they hold no good-will of either party [=  they feel that they have lost the good-will of all parties]
[ii] When the person introducing the statement is referring to somebody /something else, then the accusative pronouns are used to indicate the subject i.e. eum [masculine singular], eam [feminine singular], id [neuter singular], eōs [masculine plural], eās [feminine plural], ea [neuter plural]
Iūlia dīcit ¦ eam bonam discipulam esse. │ Julia says ¦ that she (somebody else) is a good student.
Crēdit ¦ eum scīre (Quintilian) │ He believes ¦ that he (somebody else) knows
Magister dīcit ¦ eum hoc scīre│ The teacher says ¦ that he (e.g. the pupil) knows this
Fateor ¦ eam esse importūnam atque incommodam (Plautus) │ I confess ¦ that she is high-handed and hard to get along with.
Dīcit ¦ id esse perfacile. │ He says that it is very easy.
Graecī Troiānōs vident et dīcunt ¦ eōs bellum nōn nunc timēre. │ The Greeks see the Trojans and say that they (referring to somebody else i.e. the Trojans) now do not fear war.
Dīdō dīcit ¦ eās in arcem īre. │ Dido says that they are going onto the citadel.
Dīcit ¦ ea esse falsa. │ He says that these things are false.

