Reported Speech is an interesting grammar topic because you practice a lot of grammar points like for example the different tenses. Here is another suggestion to improve your reported speech.
First of all, remember the theory
After that, do the exercises. When the page shows up, look left and click on reported speech, 1, 2,3 and 4. They're transformation exercises, so don't get disappointed it at first you don't succeed! Remember practice=progress!