I believe that it's not for nothing that they say that failure is the pillar of success. This saying reminds me of Henry Ford...
they say - It is rumoured. Source
This phrase is used with quotations that have been around for quite some time now, and the one's especially known by people. When people don't know the exact source of the quotation, in other words, the author of the quote, they settle for using the phrase 'they say' or 'people say'. Many a times widely used quotations are penned down by anonymous writers, in case of which people prefer saying 'they say' because they aren't aware who first said it.
They say the way to a man's heart is through his stomach. It's the same way with women... or at least the ones I want to be with.
As you can see, the first sentence indicates the use of they say, because the quote 'the way to a man's heart is through his stomach' is already been quoted by someone else.
Sometimes it is also used to mean something that is quite rumoured, as the meaning above says.
I don't know him personally, but they say he's ruthless and unscrupulous.
Another popular way of using this phrase, which is actually an idiom itself is: you know what they say - used to introduce a common saying or a statement that expresses a common belief
Keep trying, and you'll figure it out. You know what they say: if at first you don't succeed, try, try again.