According to Dictionary.com, because is a conjunction, meaning "for the reason that; due to the fact that" as in "The boy was absent because he was ill."
The word cause is often used as a casual replacement for because. Technically, when used this way, it should be written with an apostrophe: 'cause. Now, the word cause is also a noun and a verb -- see its definitions here.
Saying and telling do have slightly different meanings. I can say something to someone, or I can tell someone something. You tell a story, but you say what you're thinking. Tell always refers to the act of saying something to someone, but say by itself only refers to the act of speaking; when you say something, you aren't necessarily talking to anyone. Read the definitions of say and tell.
As for may and might, in many cases they mean the same thing, but they also have slightly different uses. Once again, read the definition of may and might. There's a discussion about it on this forum here.
Hope that helps! If you have any questions about those definitions I linked to, just ask.