Finn refers to himself in the third person 90% of the time: "Finn already told you no," and "Finn wants a treat." He speaks so no doubt because we, his parents, often refer to ourselves in the third person: "Do you want to help mommy with the laundry?" "Kisses make mommy happy." You get the idea.
Finn has taken this a step further. He now adds on a narrative statement of who spoke (but only for himself. which is, of course, obvious. I, however, don't question the mind of a three year old.) Below are some examples. Take note that he says the entire phrase.
"'Catch mommy!' said Finn"
"'Argghoggle!' yelled Finn in a funny voice"
"'I want to go to library' said Finn with an accusing claw"--(that last bit is taken straight from a favorite book, "A Birthday For Bear")
"I want a smoothie" explained Finn
It is hilarious and a little crazy at the same time. I mean, only a three year old can get away with speaking like this and still be thought more or less normal. (I think the point to be made here is that a three year old isn't rational so one doesn't really expect rational behavior.)
Of course he speaks more often like this when he is crazed or naughty. Had he a higher level of reasoning, I would suspect him speaking so in order to later make the argument that he was only "quoting" and therefore any statement was perfectly acceptable. But, he is a three year old after all. I still have a few years before that level of naughtiness. In any case, Mr. F. has changed his nickname from Little Dictator to The Narrator. It fits.