“We’re not going to use magic?” Ron ejaculated loudly. - JK Rowling, Harry Potter and the Order of the Phoenix
Dialogue tags matter.
What's a dialogue tag? It's the bit before or after a spoken sentence that tells you who's doing the talking. "He said" and "she asked" are examples of dialogue tags.
"Ron ejaculated loudly" is also an example of a dialogue tag. It's the kind of tag you should avoid, and not only because of the unfortunate implication that Ron is masturbating in the middle of class.
Your dialogue tags should not be doing the heavy lifting for your prose.
He Said, She Said
Your dialogue tag's purpose is to convey who is speaking and, occasionally, how they're speaking. That's it.
Most of the time, a simple "said" or "asked" is enough.
Anything beyond these two examples can be called an "unusual" dialogue tag. (Even if they're not that unusual, like "told.")
Unusual dialogue tags have their place. In Kristin Cashore's Fire, the opening chapter contains the following exchange:
Simple dialogue tags are in yellow; the unusual dialogue tag is in green. "Cried out" tells you more than "said," right? It conveys a stronger emotion.
But looking at the above excerpt, do you see what's doing the most work? The outward action and internal monologue. Fire's thoughts scrambled. The man marched and inspected. The verbs are strong, drawing your attention. This lets the dialogue tags fade into the background, where they belong.
Like most things in writing, there isn't a set "rule" of dialogue tags. You will see examples of unusual tags in fiction of all kinds. But if your tags reach a point of distracting the reader, you are not doing your job as a writer. That's what people mean when they say to use simple dialogue tags.
Action Tags
Another way to signal who's speaking is with an action tag.
The following excerpt from The Martian by Andy Weir is a conversation between Mindy and Venkat, two NASA workers who are just about to discover that Mark Watney is still alive on Mars. Weir uses dialogue tags—simple (yellow) and unusual (green)—plus action tags (blue).
In Scarlet Feather, Maeve Binchy uses action tags to show what's going on in the head of one character.
So, what's the bottom line on dialogue tags? Keep them simple and unobtrusive. Let your characters' actions and thoughts lead the way. Reserve unusual dialogue tags for moments where they enhance the emotion or atmosphere of the scene.
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