“I said Thursday.”
The sentence can do different work depending on the conversation around it. Perhaps someone thought you said Tuesday. Perhaps they think you only suggested a day, when you had already told them.
If the day is the detail that needs correcting, Thursday carries the contrast: “I said THURSDAY, not Tuesday.”
If you are clarifying what happened, said may matter more: “I SAID Thursday. I didn't just think it.”
The capital letters here show possible emphasis. They are not an instruction to shout. In speech, a word can stand out through a change in pitch, duration, or loudness. The amount that fits depends on the exchange.
This is useful when someone has understood most of your sentence. You can help them find the one part that needs attention instead of repeating everything with equal weight.
“Did you want the blue one?”
“The GREEN one, please.”
The color carries the correction. Please can help the reply fit the request, but it does not erase an impatient delivery. You can correct a small detail with a small amount of emphasis.
You can also build the contrast into the wording: “Thursday works for me. Tuesday doesn't.” That may be clearer when you want to avoid a reply that sounds like an accusation.
Listen for what is already shared. If the other person knows you want a cup of coffee and only needs to check the size, large is the useful new detail. There is no need to make every word equally prominent.
Try saying “I wanted the large one” after two different questions: “Which size?” and “Did you already order it?” Notice which part you naturally bring forward.
The point is to make the listener's job a little easier. Give the important detail enough weight to be found.