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I was coding in java to test out packages. I have a folder called Demo inside Demo I have 2 folders, one called Say and the other folder Called OtherMainClass.

in Say folder I have a class called SayClass.java
here is code:

package Say;

public class SayClass 
public void sayTestMessage() 
 System.out.println("This is a test");
 

in OtherMainClass folder I have a file called OtherMain.java here is code:

import Say.*;

public class OtherMain 
 public static void main(String args)
 SayClass s = new SayClass();

 s.sayTestMessage();
 

when I compile OtherMain.java I get the following error:

OtherMain.java:1: error: package Say does not exist
import Say.*;
^
OtherMain.java:5: error: cannot find symbol
 SayClass s = new SayClass();
 ^
symbol: class SayClass
location: class OtherMain
OtherMain.java:5: error: cannot find symbol
 SayClass s = new SayClass();
 ^
symbol: class SayClass
location: class OtherMain
3 errors

Why can't java find the Say package? If I am understanding packages wrong then please explain what I am doing wrong and what is right.

You have to use below statement while importing in OtherMain

import Demo.Say.SayClass

Also package name convention is lowercase so kindly refactor your code to use from Say to say and Demo to demo .
And also while creating SayClass use package demo.say . So your code should be like

package demo.say;
public class SayClass 
public void sayTestMessage() 
 System.out.println("This is a test");
 

after you are done renaming all the packages to lowercase then you can use

import demo.say.SayClass 

or

import demo.say.*

in OtherMain class

Suggestions:
Its better to use standard community version of IDEs like Intellij Idea, Eclipse, etc which automatically takes care of package naming, convention and lots of other house-care stuff

and go through the java naming convention docs/tutorials like https://www.javatpoint.com/java-naming-conventions