Rule number one

Inverted commas open and close speech.

"We should have gone to a shelter," Mum muttered to herself.  

Rule number two

New speaker new line. 

"Will you be here tomorrow?" Lenny asked. 

"Of course," Mick replied. 

Rule number three

The start of speech needs a capital letter no matter where it appears in the sentence. 

"You'll be safe there Lenny," Mum reassured him. 

Mum reassured him, "You'll be safe there Lenny." 

Rule number four

The spoken words need punctuation at the end (inside the inverted commas). 

"You'll be safe there Lenny," Mum reassured him. 

Mum reassured him, "You'll be safe there Lenny."