It may be that you need the word "that"

Now you do.

A lot of people leave it out, and I'd rather hear their fingernails on a blackboard.

Here from Professor Malcolm Gibson at the University of Kansas is the rule:

After a verb of attribution (said, stated, announced, disclosed), the word “that” often can be omitted with no loss of meaning:

He said (that) he was tired. No need for "that." Better to omit.

But if the words that follow “said” (or any verb of attribution) might be mistaken as objects of the verb, omitting “that” might lead the reader down a false trail:

The governor announced his new tax plan would be introduced soon.

Here “that” is needed after "announced. Without it, the reader's first impression is that the plan itself has been put forth. Remember that even momentary confusion provides readers with a handy place to stop — and that's not good. A reader should never have to pause to understand what the writer (or speaker) is trying to convey. If that happens too often (and once may be once too often), a reader stops reading.

The decision to use or omit “that” is not always a simple one, Gibson says. Sometimes it's a judgment call. But don't let your desire to lop off unnecessary words lead you into bad judgment. As a rule of thumb in questionable cases, remember: Using “that” is never really wrong, though it may be unnecessary; omitting “that” in some cases indeed may be wrong.