Notice that the word "that" is used in three of the examples above, and when it is used as it is in the examples, "that" replaces the comma which would be necessary without "that" in the sentence. You usually have a choice, then, when you begin a sentence with a phrase such as "Thoreau says." You either can add a comma after "says" (Thoreau says, "quotation") or you can add the word "that" with no comma (Thoreau says that "quotation.")
This is an easy rule to remember: if you use a complete sentence to introduce a quotation, you need a colon after the sentence. Be careful not to confuse a colon (:) with a semicolon (;). Using a comma in this situation will most likely create a comma splice, one of the serious sentence-boundary errors.
How to Put a Quote in an Essay (with Examples) - wikiHow
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