You could use say in two ways in this context. As it stands, say means to express an opinion. It's reasonable to assume that Brian still holds the same opinion, so you can use the present tense.
Yes, he says it's a very good course.
You can also use say to simply report somebody's words. As Brian spoke in the past, you would use said. You can repeat what he said in two ways- with or without quotes. If you don't use quotes, it is reported speech and so you should consider backshifting it (move it back a tense).
He said "It's a very good course". - quoted speech
He said that it was a very good course. - reported speech- backshifted
For conversations, as this is, reported speech is much more widely than quoted speech. In this case, a backshift isn't essential, as it's still a good course, though most people would use and expect a backshift. This is what reported speech would look like without a backshift:
He said that it's a very good course. - reported speech- no backshift